error message "work offline"

Whenever I start my machine  (windows Xp) this message start to pop up on my 
screen - 
"work offline" no connection to the internet is currently available ,
 to view internet content that has been save on your computer, 
click work offline.    click try again to attempt to connect.
 (work offline) (try again). -
Even when I am in the middle of working on something, this message pop up 
suddenly.  
HOW do I stop showing this message. Please help