The easiest way to do this is to use a RAS control. There are a number of them on the market now. Your best bet is to hit AltaVista and search for “RAS near OCX” (advanced search).
Otherwise, you need to use the RASDial() function found in the RASAPI16.DLL and RASAPI32.DLLs. The calling parameters for this function are too long to go into here. Your best bet is to search for RASDial on the MSDN Library CD-ROM … While you’re at it, I’d look for RASHangup, too.