Dial-Up connection on Windows XP

Can anyone help me with this situation: I have two Windows XP workstations networked together at home, which share a dial-up Internet connection. In order to access the Internet on the machine that shares out the connection, I have to start the dial-up connection manually from the start menu before starting Internet Explorer. However, if someone starts Internet Explorer on the other machine, it dials up my default connection on the sharing machine (provided that the sharing machine is turned on, which it usually is) if there is no connection. The Internet Properties' Connections Option is set to "Always dial my default connection" on both workstations.