If you have installed Service Pack 5 (SP5) for Windows NT 4.0 on your workstations, you can disable Save Password in DUN.
Use Regedt32 to navigate to:
On the Edit menu, Add Value name DisableSavePassword as a type REG_DWORD and set the data value to 1. A data value of 0 does not disable Save Password.
Your users will be required to enter a password, every time they dial, even if the password was previously saved.
NOTE: You can use REG to do this remotely, in a batch.