Connecting to MSN Through Outlook Expres

Just recently install a new NT network and everything works fine except that I cannot get a connection to my email through MSN on Outlook or Outlook Express. I am able to connect OK to the internet with my account information and IE5 but I receive an Error5 Access Denied message when trying to connect to MSN for my Email.
Is there a setup similar to Win98 where I can setup one machine to connect then link the other machines to the internet through the single connection without having to install Proxy or is there a means of writing a script to allow NT using RAS and a single modem setup.