First things first -- I don't *know* but I'll toss a thought or two out there.
It is possible (assuming the correct data/service plan) to use your BB as a modem for connecting to the net when plugged into your PC. If the PC is set to take advantage of same, it may grab the connection (benignly or not) as soon as the BB is attached.
I noticed yesterday when moving data from an old Palm device that if I right-clicked on the icon in my system tray that looked like a little Blackberry, it would show a check mark next to what I vaguely remember as either a serial connection or a USB connection -- seeming to indicate possible use as either a mass storage device OR a modem.