See
www.kellys-korner-xp.com/xp_tweaks.htm Line 32, Keep RAS Connection
(FUS) Use the EXE link for a small utility that will allow you to keep
Dialup connections active when switching users. Run the utility and set the
option. Then when you need to allow a Guest access, log on to your account,
establish the dial up connection, then use Fast User Switching to switch to
the Guest account. The connection will stay active.