click here for a registry solution. You'll have to run regedit. Be very careful in there.
See if there's a workaround first. With some connections, you can double-click the dial-up connection icon somewhere on your computer and you get a choice to connect by entering your user name and password (without starting IE at the same time).
Another alternative I can think of is to start OE to connect to the internet first. You can adjust the server timeout value in OE6 (Tools, Accounts, Mail, highlight your email account, Properties, Advanced tab, and increase the server timeout value).
This may avoid delving into the registry.