Network Preference Panel Peculiarities

My previous Netgear router was apparently not suitable for the TalkTalk service, so I am now using a new D-Link router provided by TalkTalk. This was very easy to set up - on the iMac (OSX 10.4.11) I made a cable connection with the router and it worked immediately. The problem comes if I now open the Network panel under System Preferences. Immediately a box appears "Your Network Settings have been changed by another application" together with a blue "ok" box. Clicking this closes the box, only for it to immediately reappear. Getting rid of it entirely (and leaving System Preferences in the process) requires considerable manual dexterity, and my attempts to add new locations and inspect the settings in the Network panel seem doomed to failure, being blocked by this "unhelpful" box.
Is the router trying to take over the iMac? How can I regain control over the Network settings?
Steve