Look at this article titled, "How to change the default dial-up connection for Internet Explorer and Outlook Express".
It nicely illustrates and explains the configuration issues you face.
http://www.freeserve.com/help/email/freeserveemailsettings/changedefaultaddress.htm
(REMOVE SPACES from the pasted URL.)
Confirm and update your new settings:
The Internet Properties panel will open and a list of your dial-up connections can be seen in the box labelled 'Dial-up and Virtual Private Network settings' (the exact words will depend on which version of Outlook Express Windows you are using).
Make sure that the dial-up connection that you want Outlook Express to use has been selected as the default connection. It should have the word 'Default' in brackets after its name, and be the connection mentioned after the words 'Current default:' which can be found in the middle of the panel.
If your preferred dial-up connection has been selected as the default connection thenclick on the OK button at the bottom of the panel. Then click the OK button again to close the Options panel.
If an unwanted dial-up connection has been set as the default simply choose the one you want Outlook Express to use automatically by clicking on it once so that its name is highlighted. Then click the button marked Set Default.
The word 'Default' should now appear in brackets after the dial-up connection's name in the Dial-up Settings list. The name of the selected dial-up setting should also appear after the words 'Current default:'
Now click on the OK button at the bottom of the panel. Then click the OK button again to close the Options panel.
You have successfully updated the default Internet connection used by Outlook Express!
Good luck,
Maxwell