Dial-Up Connection Settings Won't Stay Set

Here's some background on my situation. I'm running Windows XP Home under SP2 with a dialup internet connection. Under Tools->Internet Options->
Connections, I need the setting to be either "Dial Whenever a Network Connection is Not Present" or "Always Dial My Default Connection". However, if I set the Connection tab to one of these options and restart my computer, the option always resets itself to "Never Dial a Connection". Is there some way I can adjust my settings so that "Never Dial a Connection" is never selected?