Dial Up Networking works, but IE and OE don't?

My friend's computer will connect to her ISP but IE and Outlook express will not connect.
I uninstalled/reinstalled tcpip and same thing. ISP told me to reinstall IE and OE but I can't since I need to download both the programs onto her computer. I thought I would download both to my computer, then burn a CD, but you can't do that since the
downloads are "active". Or can you? I am confused and tired.

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"In general the art of government consists in taking as much money as possible from one class of citizens to give to the other."
--Voltaire

Thanks Triple. In IE tools>options>connections tab> "always dial my default connection" is selected. But when
we open IE it will not dial in, and goes straight to "cant find page". So we had to use DUN manually to connect. But then, it still would not find a web page, and Outlook Exp would not find email server. I uninstalled all networking items, and removed DUN. Then reinstalled, first DUN then TCPIP. It is as if IE and Out Express are not seeing the connection or using it.
Finally, the Dial up adapter IS bound to tcpip, but TCPIP bindings are NIL....
I will try to locate ie5setup.exe and try it, then post back. Any thoughts til then would be welcome!

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"In general the art of government consists in taking as much money as possible from one class of citizens to give to the other."
--Voltaire