it's been a while since i've used a modem, but i do remeber having thsi problem.
when the modem dialer comes up...just hit disconnect and it will show your normal window's screen for dialing....go to properties and inside that there should be a radio button list with 3 choices..something like: always dial when window's starts, never dial and another one....i forget..it's been a long time...just click on never dial a conection and that should slove the problem