In XP click Start, Network Connections. Under 'Dial Up' right click the connection you've created & select create copy (rename the new connection). Double-click the connection, fill in your username & password & check-mark the box.
Under Network Connections, under 'LAN or High-Speed Internet' right-click your broadband connection, select Properties & 'PPP over Ethernet Protocol' (be careful NOT to place your cursor on the check box as you'll unbind the protocol). Select Properties, Advanced & make sure the number of WAN endpoints is 2 or more. Your new connection will appear in Route Sentry's drop-down menu.