Not sure if Windows XP classes your ADSL connection as a Dial Up connection, and even if it does I don't know if this will work when switching users, as I have never tried it in such a situation but it might be worth checking this :
Open Internet Explorer.
Click "Tools" / "Internet Options" / "Connections"
In the Dial Up and Virtual Private Network area click "Settings" then "Dial Up Settings" then "Advanced".
Take a look at the check box for "Disconnect when connection is no longer required"
This might be why your computer disconnects when the current user logs off - if you uncheck box the connection may then stay on until you manually close it.
Hope this helps.
