How do I get my internet connection to connect automatically at startup?

I setup the connection to my DSL, and then dragged a shortcut copy of it to the startup menu, but it doesn't startup.

The connection works fine, its just that I now have to connect manually every reboot.

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ATHLON 750, GA-71XE, 256 SDRAM, 20 GB 7200 Maxtor, 32 MB G400, 52X Creative, 16X VeloCD, SB Live, WinXP Pro, Centurytel DSL