1) Open the Network Connection folder ("Start > Run" type ncpa.cpl and click OK), right click the dialup connection and select Properties, then the Options tab. Tick the box for "Prompt for name and password, certificates, etc". Next time you dial, the dialog box that opens will let you save the Username/Password for All Users.
2) In Internet Explorer's menus, go to "Tools > Internet Options" and select the Connections tab. If you have more than one connection, set Orange as the Default. Then select the radio button for "Always dial my default connection".