unknown dialup connection appears when playing movie files

when trying to play a movie file either on my harddrive or on the net nothing happens but i get a dialup connection appear called didi. I think I have found the problem it happens when I use windows media player. The program doesnt start but i get clicking sounds from my modem. Does anyone know what this is and how i can stop it happening

 

You have posted that 3 times. I'd be curious to see a HJT log.
Download Hijackthis.
Save it to a folder on your hard drive.
Unzip the file.
Scan your machine, then click on Save Log.

Post a copy back here and someone will be happy to review it.

Don't make any changes until instructed to do so.