What is occurring behind the scenes is that NCSI is performing an HTTP request for http://www.msftncsi.com/ncsi.txt or a DNS look-up for dns.msftncsi.com that resolves to 131.107.255.255. You can disable this behavior either by modifying the registry of the local machine or if you want to disable it across multiple domain joined systems, you can do so by creating a group policy object (GPO).
Registry (Windows Vista & Later)
1a – Group Policy (Vista):
1b – Group Policy (Windows 7/2008 R2)
2 – Group Policy (Windows 7/2008 R2)
This setting specifies whether or not the “local access only” network icon will be shown. When enabled, the icon for Internet access will be shown in the system tray even when a user is connected to a network with local access only. If you disable this setting or do not configure it, the “local access only” icon will be used when a user is connected to a network with local access only. If you have a mix of Vista, 7, 2008, and 2008 R2 systems in your target OU, you can create a GPO with all of the settings shown above so that you have one comprehensive policy for various operating systems.