Doesn't connect automatically

I am using an ADSL 256k connection. To connect to the Internet, I make use of the "Dial-up Networking" to connect, as a 56K analog modem user would.

A few months back, when I tried to connect to an IRC server in mIRC while not being connected to the Internet, Windows will automatically attempt to connect to the Internet (I would see "Verifying username and password... Logging on to network..." then the dialog box minimises into the system tray, finally telling me I'm connected). This happens also when I launch ICQ and connect to the ICQ network. (I turned off the "Ask for dial number" and "Ask for username" boxes)

But now, it doesn't connect automatically anymore when I run programs that demand Internet connections. I don't even get a box which asks me for my username and password. I just get errors like "Unable to resolve server" in mIRC and "You are unable to connect to the ICQ network" in ICQ. That's because I'm not connected to the Internet. But shouldn't the computer at least ATTEMPT to connect?

Only when I try to access a website on IE, then it will connect to my ISP automatically. Only IE.

Any thoughts? TIA.

 

I have the box checked already, and I made sure that for my connection settings I have chosen that location, but the problem still persists. Any more ideas? Thanks for the info though, I never knew about that.