You are not doing anything wrong jeffj. Historically things like connecting to a network, installing software and making system configuration changes were restricted to the "root" or administrator user. You can grant permission to non-root users to make the dialup connection. I used to know how to do this in Red Hat Linux

but it has been a while. Here are a couple of links which might help.
http://www.linuxquestions.org/questi...-users-244798/
http://www.yolinux.com/TUTORIALS/LinuxTutorialPPP.html
Have a look and post back with any questions. I don't have a dial up modem connected at the moment but I might dig one out and hook it up to see what happens.
Ken