You say you start up LW, but do you perchance have the option Start on system start up (under Advanced) enabled? If so, disable it.
Also, if Connect is greyed out then (normally) Disconnect should be available. If it is click that and the Connect should become available.

Post back (of course) if this wasn't helpful.

Oh, and Hobbes rules...

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-