I don't have XP with DUN connection handy, unfortunately. Have you tried with the command line?

Code:
netsh interface ip set address "LAN" static 10.10.10.19 255.255.255.0 10.10.10.100 10


Will assing metric 10 to the connection named "LAN", and static IPs and gateway. You should be able to apply it to the DUN interface, provided that you change "LAN" to the DUN connection name.
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= Taym =
MK2a #040103216 * 100Gb *All/Colors* Radio * 3.0a11 * Hijack = taympeg