Does it dial up when your email program is open? Many email programs give you an option to "Dial up - when not connected".
If it is not related to email, I would check for "spy ware" - download Spybot Search & Destroy.
http://www.download.com/Spybot-Searc...-10122137.html
There are "dialer programs" and other unwanted applications that try to send personal information. Many of these programs come with "Free" downloadable software like smiley buttons and more.
Home Improvement Watch
http://www.homeimprovementwatch.com