Not sure if this has been covered before, but I thought someone else might benefit from it.
As a rule, I always have this option enabled in Windows, but about a year ago, I started to notice that the option would disable itself every time I booted my computer (Win XP Pro SP2).
After many months of trying to establish what the problem was, I finally realised that the problem had nothing to do with booting up the computer, but happened every time I opened Mobile Partner to connect to the internet. I got my E272 modem about a year ago.
From my research, it seems that a similar problem had been experienced by many Dell users in the past, although, in their case, it had nothing to do with Mobile Partner. They suggested a fix and I tried my luck.
I downloaded the fix ( http://windowsxp.mvps.org/dragfullwindows.exe ) and it works like a charm.
You can place it in the Start menu if your Mobile Partner opens up automatically when you boot up, but in my case, I have it on the Desktop and apply it manually immediately after opening Mobile Partner.
Hope this helps?