If you want your computer to automatically dial whenever you start windows, do this:
1) Open dialup networking. In windows 9x, (i think) you can find it in the control panel (Start-->settings-->control panel). In windows xp it is (Start-->Settings-->network connections)
2) Now put a shortcut to your connection in your startup menu. One way to do this is to right-drag the connection icon into (Start-->Programs-->Startup) and drop it there, selecting "create shortcut here."
Now the connection will dial automatically when you start windows.
hope this helps,

~psi42