C# Signature:

[DllImport("coredll.dll", SetLastError=true)]
public static extern int RasGetConnectStatus(IntPtr hrasconn, ref RASCONNSTATUS lprasconnstatus);

User-Defined Types:

    const int RASCS_PAUSED = 0x1000;
    const int RASCS_DONE = 0x2000;
    const int RAS_MaxDeviceType = 16;
    const int RAS_MaxDeviceName = 128;

    internal enum RASCONNSTATE
    {
        RASCS_OpenPort = 0,
        RASCS_PortOpened,
        RASCS_ConnectDevice,
        RASCS_DeviceConnected,
        RASCS_AllDevicesConnected,
        RASCS_Authenticate,
        RASCS_AuthNotify,
        RASCS_AuthRetry,
        RASCS_AuthCallback,
        RASCS_AuthChangePassword,
        RASCS_AuthProject,
        RASCS_AuthLinkSpeed,
        RASCS_AuthAck,
        RASCS_ReAuthenticate,
        RASCS_Authenticated,
        RASCS_PrepareForCallback,
        RASCS_WaitForModemReset,
        RASCS_WaitForCallback,
        RASCS_Projected,
        RASCS_Interactive = RASCS_PAUSED,
        RASCS_RetryAuthentication,
        RASCS_CallbackSetByCaller,
        RASCS_PasswordExpired,
        RASCS_Connected = RASCS_DONE,
        RASCS_Disconnected
      }

    internal struct RASCONNSTATUS
    {
        public UInt32 dwSize;
        public RASCONNSTATE rasconnstate;
        public UInt32 dwError;
        [MarshalAs(UnmanagedType.ByValTStr, SizeConst = RAS_MaxDeviceType + 1)]
        public string szDeviceType;
        [MarshalAs(UnmanagedType.ByValTStr, SizeConst = RAS_MaxDeviceName + 1)]
        public string szDeviceName;
    }

Notes:

function info on msdn at http://msdn.microsoft.com/en-us/library/ms897100.aspx

Sample Code:

    public static RASCONNSTATUS GetConnectStatus(IntPtr hrasconn)
    {
        RASCONNSTATUS status = new RASCONNSTATUS();
        status.dwSize = (UInt32)Marshal.SizeOf(status);
        RasGetConnectStatus(hrasconn, ref status);
        return status;
    }