Whenever I bring up Anzio for local host access, Windows wants to dial out to my ISP. Can this be changed?

Anzio is simply trying to establish a connection to the desired host over the default network connection type for Windows. This is set in a Control Panel dialog called Internet Options. Under the tab "Connection", you will see a check item that says something like "Connect to the network using a modem" or "Always connect using my ISP" (wording varies between versions of the DUN, dial-up networking). There is also an option to "Connect using my Local Area Network". Unfortunately you can not have the best of both worlds. You can either connect to your ISP by default or to the LAN by default. However if you leave the box as is, Anzio should connect after you cancel the dial. If you change this option, Anzio (and other applications) will connect to your local network first. You may then have to set up a shortcut to do the dialing (see "My Computer" and "Dial-Up Networking"). Typically, people will set this option to connect locally first, then when they want to use their web browser, they will dial out by first going to the Dial-Up icon, rather than simply clicking on the browser icon.