You can use CIntConnectionInitiator class to create a connection without popping up a dialog. The class enables to use different connection preferences.
The default WAP AP is stored in the Comms DB, see SDK Help:
» Symbian OS v6.1 Edition for C++ » API Reference » CommDb » Global table
You can also use CApDataHandler:efaultL() to get the default WAP AP, but there is a problem with a missing header, etelbgsm.h, see following discussion:
Finally, as Nicolas said, it is not recommended to open network connection without user confirmation. For instance, such applications won't get NokiaOk label.