It's an extremely annoying mess. (Just another on Vista's long list of Severe User Access Failures. Chalk it up there with your inability to save in program files.)
Whether or not you use IE, it's trying to "dial" to the internet. Most broadband ISPs don't require a username and password, silly IE! Go to Internet Explorer, Tools, Internet Options, Connections. About halfway down, be sure that "Never dial a connection" is selected.
Have a Dell desktop which came pre-loaded with Vista premium, and during a power down of my DSL router and NIMO router, Vista became convinced it needed to create a new internet connection. Well, 4 reboots later, just about every minute a splash screen pops up looking a user name and password to connect broadband connection (which I don't have). I can cancel, look at properties, help, or try to connect or just hit the top hand corner X, but none of these actions will cause the splash screen to stay away long. Usually in the middle of trying to compose an email it will pop up again and disrupt until I dispose of it again. Anyway to kill this thing once and for all? Thx