Vista - Internet Connection

Hi there guys. This is my first post and I am very, very green regarding computers. Still, I have two problems and I hope that this is the right place to ask for help.
Problem 1 When trying to connect to the internet I have to go through a series of operations, viz, start, connect to, dial, close and then finally load net. Sometimes however, as soon as I log on, a small window appears and I can connect immediately to the net via this.
Is there any way that I can adjust my system to use this small window each time I want to connect?
Problem 2 After getting on to the net, as I try to go from one site to another, the small window appears and I have to reconnect to the internet. This has only started recently. Any suggestions?

Can you please answer the following questions so we can have some clarity regarding the issue:

1. Do you use a broadband or dial up connection

2. Do you use a bridging connection for the internet (to get good download speed)

Hi Tanuj. I use broadband. I really dont know what a bridging connection means.

Bridging connection means that. You have a cable or dsl connection. However you want more speed. For the application which uses the internet connection. The applications would ask you to open the port (through which the packets are sent & received for that specific application). Instead of opening the port for that specific application or application's. We do a bridging connection through which all the ports gets open automatically. And the speed is increased.

Thanks for that Tanuj, now how do I go about setting up a bridging connection?

Goto Network and sharing in the control panel then click on manage network connections then select both of your connections listed then right click then select bridge connections.

Hi. Thanks for the advice. Managed to get to Network Connections which displayed the following info.

Dial-up (1);
Lan or High Speed (1)
Tried right clicking on both but didn't see any bridge connection. Having said that, I didn't really know how to 'select both' as you advised.

Yes. Normally I have to make 8 clicks to access the net but now and then a small window appears when I log on which allows access with one click. Why cant I do that all the time, and if I can, how do I go about it.