It could be the pop up nlocker trying to access the internet for updates and the like, it may also be Zone Alarm doing the same. You need to look at the settings on Zone Alarm to check for updates manually and the same for the Pop up stopper. You could also have a look at your internet connection and ensure it is not selected to dial automatically, set that to dial manually rather than when a connectoin is not present.
I can't give you all the specific instructions as I am not on a normal PC at the minute, this one is networked and has a different setup to a home PC.
Hope this is of some use.