I had this problem for months... it's rather simple to correct, really.

When you are letting SETI@Home work while you are away, go to Control Panel,
Internet Settings, click the "Connections" tab, and set it to "Never dial a
connection."  Before you let the screensaver do its thing, open SetiGate and
make sure that SETI@Home is set to "Automatically connect."  After you get
home, and it's already cached the result, just close SetiGate, and go back
into Internet Settings and reset the Connections panel to "Always dial a
connection."  It's not pretty but it works.

Does this help any?