You may have noticed that you loose your dial-up connection, after you log off your computer...

simply add this string to your registry, and your computer will keep your connection after you log off, and switch user until you disconnect it 

Standard Warning: You really should back up your system before making any changes to your registry

1. Open Registry Editor

2. Go to HKEY_LOCAL_MACHINE\Software\Microsoft\Windows
NT\CurrentVersion\Winlogon.

3. Click Add String Value within the Edit menu.

4. Type KeepRasConnections in the dialog box, and select REG_SZ as the
Data Type.

5. Click OK.

6. In the next dialog box, type 1 and click OK.

7. Close the Registry Editor.