Autodialing problem in Windows Server 2003

Hi all..

I have a dial-up DSL connection that I'm sharing to all LAN PC's. The server
is connected to the DSL modem.

I have checked "Establish a dial-up connection whenever a computer on my
network attempts to access the Internet" in the Internet connection
properties and in Remote Access preferences of Network Connections I have
unchecked "Always ask me before autodialing" and "Disable autodial while I
am logged on". On the same dialog box, I have the location checked in the
listbox "Enable autodial by location".

The fact is that when a computer in the LAN tries to connect to a web site,
for example, no autodial occurs. I have to log on in the server and manually
dial the connection so that clients could access Internet. When I log off,
Internet get disconnected.

Why may be happening this and how can I correct this?

Thanks a lot in advance
Jaime