Does the modem disappear from the computer when the software isn't started?
If not, you could use this dial up script I made. Set the DUN connection to auto-dialin on start up
I programmed some little script through hyperterminal, that would run when you'd connect.
If you could write such script, link it with the dial up connection, and set the dial up to auto-connect, you problem would be solved (worked for me at least)
Here how to test:
Save my script as a scp file, and do the folowing
In the property window of the dialup connection, the tab Security gives you the option to run a script. Click browse and select the script.
In the options tab you have to unselect 'ask for password.. '
And in the first tab the phone number should be *99#