By 'startup', I guess you mean when you open your browser?
If using IE, select Tools and then Internet Options. Select the Connections tab and then highlight the connection you want to make default. Click the Set Default button and check the radio button that says Always dial my default connection. Click ok and then close the browser. Next time you open it, it should autodial the connection, which should be fairly instantaneous if using broadband and a modem.
If this is not what you are after, post some more details of your setup.