Unless I'm not following your advice correctly in each of the icon properties there is no line named 'Target'. Prior to following Madeline's suggestion contents of both properties were identical for General/Options/Security/Networking/Advanced.
Rechecking the new icon properties for BTYahoo connection the difference is this one only has General and Advanced. In General: "Properties for this connection have been optimised for you. There are no user definable settings that can be be made for this connection other than choice of modem." Advanced is the XP Firewall.
This is the fourth connection I've made today since downloading the new one and the improvement is 100%. I'm straight on to BTYahoo home page, what is new to me is the prefix of 1470 to the 0808 dial up number plus a choice of browser and OE.
I hope it's sorted without further ado, a couple of days of use will determine this.