Modem takes long time to connect.

WIndows 98se (though all versions of Windows would probably apply).

The Dialup Connection works just fine.

It just takes about 1 minute or more for the ‘Logging on to network’ dialog box to go away and show me the Network Monitors at the bottom right.
The connection is already made after about 2 seconds and I can go about my Browsing/Email.
There must be some type of setting that I am missing.
Note: Modem is a Robitics 56k pnp voice. I use init strings: AT&Fx0 to get the modem toconnect at 115k.