Minor dialup problem

I have a curious problem with my dialup connection; specifically when
closing IE.
In all previous editions of Windows, when closing IE, a "Do you wish to
close your
dialup connection" window appeared. On Vista betas and the retail VHP, this
window was not
present and I assumed that it was dropped in IE-7. However, about 3 months
ago, it suddenly
reappeared, and clicking yes closed the ISP connection the same as in
previous editions. This
lasted until about 3 weeks ago, when it again disappeared. This is no big
problem, but a little
annoying since to close the connection, it is necessary to click the network
icon, select "Connect
or Disconnect", and click "Close". Has anyone else noted this behavior, or
know of any option or
registry hack to restore the window?