Dial-up-Connection

A dial up connection is via internet explorer.
When the browser is closed, no disconnect option is
displayed.
no activity light flashes on monitors ( bottom right of
screen )
more seriously is that when i right click on the two
monitors( bottom right of screen ) and click on disconnect,
the computer does not enable me to.
I have to manually remove the telephone cable to
disconnect.

I have done other XP dialups before and all work well.
Only this one gives me a problem.

Is there a fix for this problem or just a configuration
problem, if so what do i look for??

Thanks.

Dial-up-Connection