What are you dialing into? A company VPN server or a ISP? Are you on a domain?
Go to your modem properties, and create a new connection to your dial-up server. When you logon to the computer, you will see a box called "logon using dial-up". If you are on a domain, check it, and dial the entry you set up. Once you are connected you can use remote tools like the mstsc command, LogMeIn, etc..., whatever you have setup based on what you need to connect to or from.
If you are not on a domain, you can logon to the computer normally and then dial the connection.