Dial up connections usually result in different ip addresses for each connection. So there is no way to determine once and for all what address you will get once connected to the internet. In this case the firewall must be activated the moment the connection is made and the address is known. The script /etc/ppp/ip-up (and /etc/ppp/ip-up.local for RedHat) knows the address and will be able to start the firewall.
Firewall activation is not inserted in this script so this will have to be done manually.