Can't share internet conection over switched user logon

I had to reinstall Windows XP, (Big problems) have worked
out most everything except before when you were connected
to the internet and some one else wanted to use the system
you would log off and a thingy would pop up and ask if you
wanted to terminate the connection. If you said no when
the next person logged on they would already be connected.
Now it disconects and reconects with every logon. Each
call costs us money.