Internet Explorer Connection Options Keep Resetting to "Ne..

I'm using Windows XP Home Edition with Service Pack 2 installed. I'm not
sure how or why this happened but lately, I have noticed that, whenever I
sign off my connection and later restart it, Tools-->Internet
Options-->Connections is always set to "Never dial a connection". This
option prevents me from either connecting to the internet or downloading any
new e-mail until I change it to either "Dial whenever a network connection
is not present" or "Always dial my default connection". Is there any way I
can permanently set my connections to one of these two options? Thanks for
any advice.