You dont say which operating system you are using but under XP if you click on the START menu, and look in the 2nd column it says CONNECT TO. Hold the mouse over this and it should bring up a drop down list, right click on your internet connection and select CREATE SHORTCUT. This will enable you to put a shortcut onto the desk top. Hope this helps.
You haven't said what browser you are using but if you simply want a reminder to disconnect then you could check your settings in IE under tools > internet options > connections > settings > advanced and tick the boxes titled "disconnect when connection may no longer be needed" and disconnect when idle for X minutes". Now, when you close your browser you should be prompted to disconnect. Only helpful if your using IE though.
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