IE keeps wanting to load by itself

This is really strange. All of a sudden IE wants to start on its own. When I am just setting on my desk top window doing nothing, up pops the error window Cannot find server with The page cannot be displayed, followed by information data and please try the following steps. I can go to the close this window, which it does, but a few minutes later IE trys to start again with the same error window. I did go to the Tools menu then Internet options, Connections and saw that the Never Dial a connection is selected. My ISP is AOL and I can launch AOL and use that with no problems, except that IE still trys to start and up comes the Cannot find server error page again. Whats happining and what should I be doing to correct the problem? My operating system is XP.