Everytime I play a computer game, my internet starts to work? How do i get it to work when I just turn it on?

Its kinda weird, I'll just put in a cd-rom game then 10 minutes later, my weather thing pops up and in the corner I'm signed in all my IM.

How do i get it to work when I turn on the computer?Everytime I play a computer game, my internet starts to work? How do i get it to work when I just turn it on?
Start%26gt;Control Panel%26gt;Internet Options%26gt;Connections

select "never dial a connection". This should prevent programmes from accessing the internet; if you have a firewall it should also have settings allowing you to choose which programmes can access the internet.