1) Click on Start --> Connect To

2) Click Set up a connection or network (on lower left -
it's a link)

3) Click on Set up a dialup connection and click Next

4) Enter phone number, user name, and password.  Might
want to check Show characters to reveal password, and
click save password. Type in the connection name and press
connect.

The PC will try to dial.  Press Cancel and "Set up the
connection anyway".

To get to the new connection, go to start --> Connect To.
 It should be there in the list.  Double click or click
"Connect".

If you need to change the phone number, user ID or
password it will display those items before they try to
dial.