Have you checked the startup folder?
To remove Dial-up Networking from the Start Menu:
1. Go to Windows Explorer.
2. Click on the C drive on the left side of the screen to show the
folders on your hard drive.
3. Double-click on the Windows folder. This should show you the contents
of that folder.
4. In the Windows folder, look for a folder called Start Menu and
5. In the Start Menu folder, look for a folder called Programs and
6. In the Programs folder, look for a folder called Startup and
7. Dial-up Networking should be in this Startup folder. Just delete it.
Or tick the never dial a connection in IE options