Could be spyware or dialers trying to dial up. Get a copy of spybot or similar and get rid of spyware. Then go to Start/Run and type msconfig, go to the startup progs tab and untick anything that doesn't NEED to run at startup, reboot and see what happens. If you still get the dialer box, pay attention to what is trying to dial, there may be an indication in the box heading. Also make sure you have a decent firewall installed such as Sygate or ZoneAlarm.