Windows xp login script

Ok, I am running a local machine (no network just my computer) that connects to dsl, when I start the computer it loads windows and sits there, in order to connect to the internet, I have to launch IE, and it goes through this dial in to the dsl and then connects and then connects to my home page. I want to write a login scipt that auto connects to the internet when I start the computer. I know that there is a registry file regarding this under HKEY_CURRENT_USER/RemoteAccess/Profile/My ISP and under this there is a entry called AutoConnect, that has a value set to 1, however, I cant find the executible that runs this connect box. Any ideas as to how to either creat a script that connects to the dsl or to make the modem stay on??

I don't really know how dsl works because I use cable but you might try adding it in to the startup file on your computer so it will startup automatically.