Possible Software Conflict?

Hello,
Recently I have noticed that the hourglass next to my mouse pointer stays on at all times, as if there are programs running in the background, or possibly a hardware/software conflict? The strange this is the only way to solve the problem is by connecting to the internet. Once I'm connected, the hourglass immediately disappears. I don't notice a decrease in performance; it's just bothersome more than anything. I am running Windows XP Home, Athlon 1800 with 512 megs of RAM. I am also using DSL. This problem started a few days ago, and I haven't made any software or hardware changes in months. I tried shutting down all programs with msconfig and also installed all Windows updates. Is there something I'm missing?
Thanks in advance,
Chris

 

Thanks fellas. I will give those a try.

 

Robo....

I just wanted to say that you were right. The button selected was "dial whenever a network connection is not available". I don't know how that happened because I sure didn't change it, but I set it back to "never dial a connection." Thanks so much for the help. Incredibly helpful site here.