Network Connections just vanish.

I have said something about this problem many months ago but it is really starting to irritate me now.
If I create a Network Connection in the Network Connections folder, then check back they have gone. I can make a direct shortcut (when setting up nework connection) and open it from there, but when I connect there is no flashy computers so i tick the notification box (the thing that shows the flashy computers bottom right) still nothing. It just dials up and vanishes (connects me ok though). The only way I can get offline is by putting the computer into standby mode and then back into windows mode, this gets quite annoying.
I have read countless Microsoft documents but they all refer to platforms other than XP - I contacted them and they were no help. So I am at quite a loss, any help would be greatly appreciated.
Thanks.

 

Anyone?