Inside the Dialup Networking window there should be an icon for your dial up connection.
Your connection icon may be called "My Connection" or something similar. Use the right mouse button to click once on the icon. A popup menu will appear.
Using your left mouse button, select Properties on the dropdown menu. A new window will appear.
This dialog box will show the phone number. Please change it to the new number.
Select OK.
The changed dial-up access number will now be saved.