Try this -
Go to your control panel,
open "internet options"
click on the 'connections' TAB
and click the 'ADD' button next to the 'Dial up and virtual private network settings'
After this - follow through this way - maybe it will help...
If it does, also make sure that under the 'connections' TAB that you have selected "ALWAYS DIAL MY DEFAULT NETWORK CONNECTION" .
hope this helps.