This maybe just a ie7 setting but to confirm this try using another web browser. I highly recommend Firefox, I don't use IE7 or any other IE version for that matter as Firefox is; in my opinion, superior. Firefox is customisable and free with lots of plugins, themes and add-ons.
If Firefox does the same thing, then its likely a system setting that is causing the problem not an IE7 setting.
You can get Firefox from here: http://www.mozilla.com/en-US/firefox/
It may also be an Internet Options setting where you have broadband but have the setting 'Dial when ever a network connection isn't present' this setting can be found in Start > Control Panel > Internet Options > Connection Tab. Try changing the setting to 'Never dial a connection'