Is there a way I can automatically connect to any Broadband modem so I can access the internet on Windows Vista, without first setting up the connection and typing in the IP address and the password?
If you need to switch frequently between various connections, have a look at this:
IP Organizer 2 does what it says on the tin, and it does it for free. pretty much like NetSetMan, it allows you to switch between multiple network profiles (unlimited). NetSetMan features more functions but is only free for private use while IP Organizer 2 is free as in free beer.
The website is in Turkish, here's the download link.
If you have a router available, you can set it up to manage the connection for you. It will then be able to automatically provide you a DHCP lease when your computer starts up -- no fiddling with usernames and passwords.
If you want to use various networks, Net Profiles can make connecting to each one a breeze:
Net Profiles is free and open source.