I was trying to make a DUN programme with VC and went to the almighty MSDN for help...and look at what the FOURTH result their supreme search engine got me:
How to Disconnect DUN Connection Using the Keyboard
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This article was previously published under Q154892
SUMMARY
This article describes how to disconnect from a Dial-Up Networking (DUN) connection using the keyboard.
MORE INFORMATION
In the retail version of Windows 95, an icon appears on the taskbar when a DUN connection is active. Windows 95 OEM Service Release 2 (OSR2) does not display a taskbar icon for an active DUN connection. Therefore, the only reference to an active DUN connection appears in the system tray on the taskbar, which can be accessed only by using the mouse. To quit an active DUN connection using the keyboard, follow these steps:
Press CTRL+ESC to open the Start menu.
Press UP ARROW until Programs is selected, press RIGHT ARROW, and then use the ARROW keys to select Accessories.
Press RIGHT ARROW, press DOWN ARROW until Dial-Up Networking is selected, and then press ENTER.
In the Dial-Up Networking window, use the ARROW keys to select the currently active DUN connection, and then press ENTER.
In the dialog box for the active DUN connection, press DOWN ARROW until Disconnect is selected, and then press ENTER.

I did find something useful, but this was too funny...

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[b]There are times when the Phantom walks the streets as an ordinary man...this is one of those times.

Wow... that's like, how to make a right-hand turn with your car. Look in your rear-view mirror, then in your right side-view mirror, then finally look behind you through the right side window to see if there is anything obstructing your turn. Proceed by pressing the brake with your right foot and gradually turning the steering wheel to the right until you have reached the "apex" of the turn, then lean into the gas pedal to accelerate out of the turn while returning the steering wheel to it's regular position. Congrats for completing the right-hand turn maneuver, you ignorant ponce.

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-Aaron

Aw, that's what I've been doing wrong!
GF