Network Connectivity Status Indicator and Resulting Internet Communication in Windows Vista
Read all about it in TechNet. Vista contains a feature which uses DNS to locate and connect to a pre-defined website. This is part of the new network identification feature. So when Vista detects a new network and pops up the box for you to select how much you trust this newly connected network, this article explains what has happened in the background.
The key issues are:
1. Vista clients behind ISA may not immediately recognize that they are connected to the Internet via a firewall
2. ISA logs will contain denied DNS traffic destined for 126.96.36.199 (yes, this is a valid IP address)
And don't panic.