You can Disable your Internet Connection when ever you want.
Try this :
  • Tools, Internet Options, Connections, and Settings.
  • Select Use a proxy server... and click Advanced.
  • For HTTP, Secure, FTP, and Socks, enter 127.0.0.1 for the proxy address, and 1 ( the numeral one) for the port.
  • You need to set these only once. Click OK, OK, and OK.
  • To enable Internet access -- Tools, Internet Options, Connections, Settings, and clear the checkbox.
  • To disable, tick the checkbox.