I'm in the middle of creating an SOE (Standard Operating Environment) and found a neat little way to import and export Dialup and VPN settings. Go into your network connections dialog and create the connections that you wish to export. Then go to C:\Documents and Settings\All Users\Application Data\Microsoft\Network\Connections\Pbk and copy the file called rasphone.pbk. The next time you need to create those connection you just copy the file to that location. Or if you are building an unattended installed or network install of Windows XP place the file in your $OEM$ dir like so, $OEM$\$Docs\All Users\Application Data\Microsoft\Network\Connections\Pbk.

(Be aware that if you are doing a dialup connection you may need to manually edit the connection if you have imported a .pbk from another machine that does not share the same modem.)