This is normal. The guest user does not have the priviliges to establish a
dial up connection. Go to:
http://www.kellys-korner-xp.com/xp_tweaks.htm Line 32, left column, KeepRAS
Connections (FUS). This fix, EXE or REG will modify the System Registry to
keep a dial up connection active when switching users, or even when logging
off. Use the fix, then log on to the computer and establish the dial up
connection. Then use Fast User Switching or log off, and log on to the
Guest account. They'll have internet access.