A. In Windows NT :-

1. In control panel/services, choose Remote Access Autodial Manager. 
2. Click on startup and choose disable.

In Windows 9x :- 

1. In Dial-Up Networking, click the Connections menu, and then click Settings. 
2. Click Don’t prompt to use Dial-Up Networking.

You may also get problems with Internet Explorer causing the dial-up (usually with SQL 7). In which case (for any OS) - 

1. In Control Panel, double-click Internet, and then click the Connection tab.
2. In the Connection box, select Connect to the Internet using a local area network. 
3. Set a local page to be the IE default page so it doesn't try and open www.microsoft.com (or whatever) automatically.

The last problem only occurs with IE versions less than 5.0