Under Dialup Networking Windows 95/98 may not save the password for
connections even when the "Save Password" box is ticked. Why ?

1) Password caching may be disabled. In the registry there is a key:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\
Network\DisablePwdCaching
It must have a value of 0 not 1. Or delete the key completely.
2) Dialup networking files may be damaged. Remove Dialup Networking and
reinstall it.
3) Password list file may be damaged. Rename or delete the file:
c:\windows\.pwl
and reboot. Windows will create a new password file for that username.
4) File "c:\windows\rna,pwl" if present may be damaged. Rename or delete it
and reboot. Windows will create a new "rna.pwl" file.