Apparent connection failure

[#1]

I wonder if any of you experts out there can throw some light on the following.
Of the 3 PC's connected to my router (2 wireless laptops 1 desktop connected by cable) this problem only effects the desktop:
Very regularly when online I get error pop-ups:

Dial up connection
followed by
Connection to broadband connection; which contains: Connecting to WAN miniport (PPPOE)...
followed by
Error connecting to broadband connection; containing several options: Error 815, Redial (followed by an increasing number) Close, Diagnose (which doesn't do anything if pressed) Googling error 815 doesn't show anything that I understand.
Closing these pop-ups simply brings them up again a few minutes later, at no time during these apparent connection errors does it effect my internet/mail connection. So I assume something else is trying to use a connection...but what? I don't have another modem in the PC (device manager doesn't show a modem at all)
Apart from the annoyance of having these pop-ups appear, nothing else wrong seems to be happening.
I did until recently have a Skype phone connected, but have disconnected it and uninstalled the software, but I'm pretty sure it was happening when I was using the Skype.
Many thanks.

Edit: thinking about it, I don't need to be using a web browser or email programmes for these pop-ups to appear. If it makes any difference, I use Firefox and Thunderbird, IE 7 is still installed, but not used.

[#2]

Firstly make sure that in IE under Tools>Internet Options> Connections that "Never Dial A Connection" is set (assuming that you're not using a USB connection).
If it is set already then go to Control Panel > Network Connections and make sure that no dial-up connections are set as default and that any connection showing under "Virtual Privae Network" is disabled (right click on the connection, if it exists, and hit disable).
You could also make sure that any other network connection showing (other than that to your router) is disabled.

[#3]

Thank you Paul03. that was exactly the problem, now fixed. uhmm! I wonder how it got set as active in the first place, could some IE or Windows updates (or indeed Vista SP1 perhaps) have made an alteration unknown to me? didn't effect the other 2 PC's though. Much more likely I've selected IE7 as default web browser in error at some time I suppose!!