tinyE: As soon as it checks for updates it disconnects.
I had the same question because my internet is shit so I checked it myself.
NetAndy: Thank you. Is there any way to skip the update-check?
I think. In the KSP folder you should find two exe files, one called KSP and one called KBS64 (I think). These should take you strait to the game but I haven't tried saving with them and I'm not sure how they handle updates.
As bad as my connection is I don't mind the quick update check because unless there is an actual update you are only looking at a few extra seconds. If there is a storm and I lose total connectivity then I'll use the others as backups.
EDIT!
OOOPS KSP, not KBS. :P What the hell was I thinking? XD