Hmm, that's awkward - I'll have to dial manually, don't expect to have to do that sort of thing these days
Well, the only other option is for Internet Explorer to develop some kind of new intelligence so that it can tell the difference between when you're trying to reach an address on the local LAN, or when you're attempting to access an address on the dial-up internet.
Truth is, it doesn't sound like that would be too tough to do. Perhaps there's a way to configure internet explorer so that it can do it right now. I just don't know how. As far as I remember, all forms of network access from IE will induce that dial-up.