The options are these:

1. Mark the "Connect automatically" in the dialer message box, and place a link of that connection to the startup folder (in the Start menu). Your computer will log in and automatically connect.

2. Buy a router (with ADSL/VPN Support) and let it connect for you (The router will allways be connected, even if your computer is shut down, you will be connected all the time and no need to dial anywhere).

There is no other way to make an ADSL automatic connection before you log in.