The internet toolkit is your best bet. It contains self contained VIs to do this, with the possible exception of dialup.
I would suggest looking on the example programs database or doing a search. Someone out there has to have something to do a dialup. If you have an external (serial) modem, then it is a simple matter of getting the command line. If it is an internal, same thing applies, but you may have to use a dll call or something. I am sure someone out there has done this before.
Don't rely on ActiveX. It is primarily for doing interface with platform specific, manufacturer specific applications on a specific platform. Using it is not only complicated, but also limits the application of your program. I ALWAYS try to avoid platform specific programming.
Browse NI's support and here for downloads that may help you. The folks here are always willing to help.
Good luck