I have just changed from a USB ADSL modem to an Ethernet model. I used to have it set so I had to manually connect, which I liked, is there any way of having the Ethernet ADSL Modem 'ask' me before it connects?
Not really. The Ethernet modem is a device in it's own right (unlike a USB device which is strictly a peripheral). The ethernet modem does not have any way of informing any computer on the network that it wants to connect and getting a response back (at least not without a lot of custom software). Either : get used to the modem being on line all the time (normal), or switch it off when your not using it.