I've absolutely no doubt that Bat would have thought of this, Lona, but for the benefit of others, it's possible that the rogue .exe could have changed your dial up number, to something costing about £1 per minute, or worse. This is more probable, given the fact that the .exe was automatically bringing up your dial up connection box.
Just let us know that you've checked your Internet connection dial up number, can you? 8)