Do you start everything in exactly the same order?

For example, do you start the internet connection BEFORE your browser, or other application that wants to access the internet. I would take a look at your network and browser settings to begin with.

Does this happen with a particular browser only?

For example, this is an XP SP2 box and I am using Firefox 1.5. There is a setting in my internet connectivity to "allow unsecured passwords". This is turned on, because my ISP doesn't use secured ID and passwords.............I can ONLY connect from this telephone line.

I suspect it might be something like that?