If you're using a RAS / PPPOE connection for Internet, and wish to automatically connect to your ISP at startup, you may use Rasdial.exe utility, built-in with Windows XP.
Usage: Open a Command Prompt window and type:
Rasdial <connectoid name> "username" "password" (beware! it's in clear-text)
Example: Rasdial <DishNet> "Roberts" "Roberts000"
This would initiate a dial-up/PPPoE connection to your ISP. You can create a batch file with the above parameters and place it in your Startup folder, so that XP dials to your ISP automatically at every startup. If you don't prefer to enter the password in the batch file, use the following command-line (XP will prompt you for a password - secure)
Rasdial <connectoid name> "username" *
NOTE: Type Rasdial.exe /? in the Command Prompt to learn more about this command, it's other parameters.