|When you go out to the internet you go out thru a wan. Lan is internal. Wan is external.|
Internet is constantly on from your description. Manually starting is a sign of either having to authenicate against a login server before you can access the internet or the software support logged you off the internet when you weren't using it basically shutting down the connection.
By the sounds of it you are not behind a home router. It is well worth the cost in protection.