I managed to add a new connection in "My ISP" thanks to ConfigurationManager.ProcessConfiguration method and using this xml:
<?xml version="1.0" encoding="utf-8" ?>
<wap-provisioningdoc>
<characteristic type="CM_GPRSEntries">
<characteristic type="internet">
<parm name="DestId" value="{ADB0B001-10B5-3F39-27C6-9742E785FCD4}" />
<parm name="Phone" value="internet" />
<parm name="UserName" value="internet" />
<parm name="Password" value="internet" />
<parm name="Domain" value="" />
<characteristic type="DevSpecificCellular">
<parm name="GPRSInfoValid" value="1" />
<parm name="GPRSInfoAccessPointName" value="internet" />
</characteristic>
</characteristic>
</characteristic>
</wap-provisioningdoc>
But it seems like this method needs some kind of commit because when i want to use IE - it doesn't work. I need to go to: Start - Settings - Connections - Connections, select my connection, edit (with no changes) and save - then it connects. Any ideas what to do in this situation?