When connecting via Telstra Mobile Broadband and attempting to connect to a SonicWall VPN with the SonicWall client, I kept getting prompted for a Dialup Phone Book entry mutliple times. Every time I connected (though not when using normal wireless from home), I had to keep attempting a connection until the username and password prompt displayed.
The fix for this problem is to ensure that the "LAN Only" drop down is selected:
1) Open the SonicWall VPN Global Client
2) Click on Peers and Choose the correct connection; Click Edit
3) Under Interface Selection, Choose "LAN Only" rather than "Automatic" in the drop down list.