I wanted full control over my Airport base modem, so I investigated. And I found that the base has such an ability, you just need to configure it!
Of course, no Apple application allows this configuration. Si I wrote a small application to do it, it's called Airport Modem Config. Of course, it's free!

NOTE: Airport Version 1.3 handles manual connections (at last!). If a localized version of Airport 1.3 isn't available, get the US version: it is still possible to use the US version of "Airport Admin Utility" application to update your base's firmware and configure it to connect manually only. My small tool is now obsolete!

Version 1.0.2 of November 14, 2000.

Download Airport Modem Config.

Read its documentation.

You'll also need the free Airport Modem Utility by Larry Rosenstein.