ask before connecting?

i would say there is no reason to. one advantage of high speed internet like your ADSL is that it is always on. this means you dont have to wait for it to connect, just wake your computer from sleep and youre on the internet. macs are quite safe enough to leave connected all the time as long as you have the firewall turned on. if you have a windows PC on your network (though it sounds like you only have one machine) then make sure you get a good router with a firewall, then you can leave your modem on all the time safely. other than that, if you still want to disconnect at times then go to the manufacture's web site they usually have a user manual you can dl in .pdf format and it should explain how to connect/disconnect at will.

 

It's the nature of ethernet to be connected, not like an USB device, which just behaves like a modem. A modem is in nature an off and on device, an ethernet interface isn't...

I guess you could enable/disable your macs ethernet card. That would hit the spot. If enabling and disabling doen't work, you can always assign an invalid ip address to the connected networkcard, that stops all traffic.

But i have to agree with the other poster. Enable your firewall. Keep the updates flowing and you're pretty ok.