Password caching only happens if you install a Win95 network client,
   or enable User Profiles on a stand alone computer. By default, the
   Internet Setup Wizard only installs TCP/IP protocol and the
   dial-up networking components, which is all you really need.
   
   However, MS Exchange will do login password caching independent of
   the dial-up settings. In the Internet Mail properties, select
   "Connection" and "Login As...", then type the username and password.
   If you leave these blank, it will use the defaults for the dial-up
   connection. Other utilities like RoboDUN and DUNCE will not
   only save your password, but instantly dial-up without asking you for
   an "OK".