Losing internet explorer 6.0 setting

Dear Colleagues,
I am configurin a laptop so my users can use the network to access the internet when at work and use their phone line for dial up when at home. I set the dial up setting to "dial whenever a network connection is not available". But each time the user logs on to the network and obtains the proxy setting from the GPO, the dial up setting also reverts to "never dial a connection". Any ideas why this is happening. I have made this changes before on other laptops and it stayed that way, so I don't know if this is due to the version of explorer I am using.