I would start in control panel>internet options, pick the connection tab, and click the radio button for 'always dial my default connection'. Then OK out.
Back in control panel>network conntections, right click on your Dial up BB modem, pick properties, and then pick the 'options' tab from the new window. Untick 'prompt for name and password etc' and also untick 'prompt for phone number'.
In theory, now, whenever any program needs an internet connection the PC will start up the modem, and the modem will automatically connect up.
As for the PC auto disconnecting, I have never managed to work out how to do it for BB.
If the above settings are already set as i suggest, try doing the revers of what i suggest, rebooting, and then doing what i suggest. Just in case Xp is reporting the settings backwards. (it can happen, though rare)