Lower the Transmit Buffer. Welcome to variation. Ok, next try. Still in the modem properties, click on the options tab and have it bring up a terminal window after dialing. When the terminal window comes up, just click continue.
Lets leave the modem control panel then.
Lets try this. I'll let you in on a little secret. On a few calls after uninstalling and reinstalling DUN, NCP, all the .pwl files, and the dialer 3-5 times it started working. Lower the receive buffer a setting or two. I don't know if I should really suggest this, but see what happens when you turn off power management in the control panel.