VPN Dial-Up in Win98/ME before login

I know it is possible, I’ve done it many times about a year ago, but I’ve lost my documentation on it. I need to have a VPN connection initiated before/during the initial login of Win98 and WinME. I know W2K and XP both have a menu right on the main login window, but Win98 or WinME doesn’t. If I remember correctly, it is a registry setting to allow it to dial before the login process is negotiated. I need to find out how.

Thank you very much in advance.