It would seem to be loading at startup; have you looked at your startup list to see if there is anything suspicious in there? If you have NT or above, you have some system monitoring tools available to see what processes are running. Do you have firewall that monitors what is using the internet connection? ZoneAlarm provides a blinking icon for whatever program is talking . You could use the search feature (WinKey+F) and search for all files created or modifed when you started up your machine.
I hope there is some help hidden in there.
GrimJack
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