I have never had MSVS do that to me after installing it on like 4 PC's and like 10 Times on each,
I really think IE would be the source of your problems, and maybe MSVS does try and access the internet at startup (for some reason) when you get into your computer right and cancel all the dialogs...
bring up IE then type in a address press enter and does the connection box appear?
another test would be to bring up ICQ or another program that uses the internet and see if the connection box pops up if so then (from memory) there is like a options button on the dialog if you go there you can tell it not to connect on request or something like that!
I hope that helps
