Terminating internet connection

Until recently every time I closed the last application connected to the web
(be it Outlook or Explorer) a pop up box appeared asking whether I wanted to
disconnect from the web i.e. switch off the modem connection.

In the last week or so this doesn't seem to be the case. The impact is that
my internet connection remains open unless I either turn off the computer or
the connection times out due to inactvity.

Does anyone know how I can reinstate the dialogue box prompt?

Thanks

Brian
.

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