Well, if you're using XP, you do the following:
Create a shortcut to Dominions2 on your desktop. Right-click this shortcut and select properties. In the target box, change it to the following:
"C:\Program Files\dominions2\dom2.exe" --tcpclient --ipadr dom2.mosehansen.dk --port 2246 --clickvol 0
This assumes you installed the game in the default directory; if not then change "C:\program files\dominions2\dom2.exe" to wherever your dom2.exe file is located. The --tcpclient tells it that you're joining a multiplayer game; after the --ipadr you put the address of the server; after --port you put the port #. The line above is correct for this game. (The --clickvol 0 just turns off the mouse clicking sound, you can leave that part of the line out if you want to hear the mouse clicks drive you insane)
Then you just make your pretender like you would as if you were going to play a single player game. When your pretender is ready, exit the game and click that shortcut to connect to the mosehansen game, and you will see a list of nations to choose from. The spot next to your nation should say open; click it and it will change to human controlled, then click disconnect and you've uploaded your pretender. If it already says human controlled then someone else took your spot, you'll have to come back here to clear it up. In the future just click the shortcut to take your turns.
If you're running something other than xp (well, that probably works for all windows, except perhaps the location of the game) then someone else will have to give you the proper commands. Hopefully that's all correct, it's really past bedtime here!