Hmmm... I think the stupid thing always enables itself if the connection is plugged it and if your pc is set up to connect to the net by default through a lan then I'm sure that programs that request updates from the net on startup will re enable it every time. In the same way that a dial up or dsl connection connects on demand.

Do you use the Local Area Connection? If not then first disable it as normal, then go to start -> run - > and enter "services.msc". When the services manager appears scroll through the list to find "Remote Access Auto Connection Manager" and right click it. select properties and change from automatic to disabled. Then restart your computer to see if the connection connects itself again on startup. If it does there are plenty of other methods so don't despair yet.