DOn't worry, it's not a problem (usually)
If you watch this page you will see it happen when the advert banner at the top of the page changes.
Can be a bit of a so and so though if you use dial up line, with auto connect.
Finish browsing your favorite Pprune pages, close the modem connection but leave IE running with the page on display. Go and make a cup of coffee and you will find it has dialled up again (if you allow auto connect)
Good way to run up the phone bill!