There are many files associated with Internet connections in one way or another. Some are network tools, some provide network services, some support browsing or mail, and still more are used for caching and logging data.
The Internet is an integral part of Mac OS X, and trying to take it out would be like trying to remove all the bolts from a car.
What are you trying to achieve though? Are you trying to set up a new connection, or are you trying to disable Internet for some reason? If you let us know what it is you want to do, we can help you out.