IE

Problem with VPN connection in (not IE8) Win7

Because of many reasons I’m using VPN connection when surfing the Web. It’s very good feature for me that I can setup IE7 to be able to connect to my VPN provider before connecting to any web server. But it’s not working good in Internet Explorer 8. When I’ve changed settings to dial default connection and trying to navigate to some page usual dialog about making such connection appears, but: