JSI Tip 2697. IE can't reach external web site on first attempt, when you Dial-On-Demand to Windows 2000 RRAS server?

When you use Internet Explorer to start a DOD connection a to Windows 2000 RRAS server, you receive an error that a remote web site is unreachable?

You must wait for the DOD connection to become completely established before you attempt to reach an external network.