Beware , if you are happy that all is in order (still able to browse the internet) when you do not submit any details into this window then it could be a phising virus looking for your credentials , do a full virus scan and fix .
If you need a good virus checker then get Free 8.0 from www.avg.com
I'm guessing you have a PPPoE connection defined in your Internet Connections but are using a DSL modem to dial the connection (i.e. a broadband modem provided by Eircom or whoever your provider is). If this is the case then (assuming Internet Explorer) go to Tools->Internet Options. Click on the Connections Tab and select the 'Never dial a connection' radio button and click OK to save the setting.
Mixednuts, I ran a scan with my current virus checker. All is clean.
Dearg Doom, I normally use Firefox. However, I opened Internet Options in IE and selected the radio button as suggested. Seems to be fine now in both browsers