IE ask me to connect to internet...but...again and again?

[EMDY]

i have noticed that when trying to connect to some of my favorite web pages, Internet Explorer ask me to connect to internet via the Dial up network....but i´m allready connected to the internet via telephone modem......so what´s the deal with this, cause if i´choose not to connect the web page doesn´t display like when not connected to internet........and if i choose to connect it tells me that the modem is in use....so????
what do i have to do so this notification doesn´t appear and let me see the web pages....

 

[JJB6486]

Open the Internet Options control panel, go to connections, and check "Dial Whenever A Network Connection Is Not Present"

JJB6486