Hi, antmagic, and Welcome !
To assist with helping you, could you post a bit more information..
If possible, could you let us know the details of your computer (e.g. the manufacturer and model if it's pre-made, or if it's custom-built, what modem, processor, memory, etc). Also, which version of Windows are you using. Finally, which ISP are you trying to use? e.g. AOL, Freeserve, BTOpenworld...
As a general guide, if you are able to connect, it would suggest the hardware aspect is atleast working, so it maybe the software (modem drivers need updating?) or the physical phone connection. How long is the modem cable itself? In certain situations, if the cable is over 3metres you may get signal degradation.. if so, try connecting directly to the phone socket, rather than using an extension cable. Also, if you have more than one telephone, fax/answerphone,Sky Interactive... these may sometimes cause problems.
Regards,
Joyous Monkey