kaled - 5:43 pm on Feb 26, 2010 (gmt 0)
I looked at this but could find nothing to help. However, as a general point, using abbreviations such as DUN doesn't help to illicit replies - my best guess was dial-up-network (which doesn't seem to make sense but I suppose there are similarities).
I briefly played with setting up an ad-hoc network a while back but did not pursue it - have you checked if there is an auto-reconnect option hiding under an advanced settings page?
In order to auto-run a script for this purpose, you must first be able to detect that the connection has dropped out. That requires a monitoring program or an event-triggered approach. Is this the part you need help with?