Here's a little more information:
Goto
here and search for Q242558 in the search box. This is an article using 'C' to determine if you're connected to the net or not. Good foundation information here.
Win32::Internet.pm (click on search CPAN when you get to the window) is basically an interface into the above, but seems to lack the 'InternetGetConnectedState' call. I haven't written any API interface modules, but as much as this module does, it should be easy to hack it in (and it you do, make sure to propagate the changes back to the author. Can't imagine why he left it out).
This module
Win32::RASE (click on search CPAN when you get to the window) isn't what you're looking for, but is pretty cool for managing your connection lists. It might have some other applicability for you in the future (Or not, if you switch to Linux!)
Hope that helps a little.
--Chris