I live out in the sticks, too ... way out in the sticks. I can only use dial-up, and the best I can go is 26.4k baud
The setting "Never dial a connection" has nothing to do with you being able to call up your dial-up sign-in window and proceeding to connect via dial-up. It only keeps IE from trying to connect on it's own.
Oh, BTW, this setting is in IE, not in Windows:
1. Open Internet Explorer. 2. Click Tools > Internet Options. 3. When viewing the Internet Options window, click the Connections tab. 4. Select Never dial a connection. 5. Click Apply. 6. Click OK to close the Internet Options window.