I got this from ZDTips, and it is a really great one!

Speed up your Dial-Up Networking connections

Does your Dial-Up Networking connection take a long time to actually connect to your ISP? If so, you probably have an unnecessary option called "Log on to Network" selected in your Dial-Up Networking connection. To see if this is the case, right-click on your Dial-Up Networking connection and select the Properties command from the shortcut menu. Then, select the Server Types tab. Now make sure that the Log on to Network check box is not selected. You should also clear the NetBEUI and IPX/SPX Compatible check boxes.