is it cable or DSL? is there a router between the modem and the cable you are plugging in to?
if it's DSL and there is only the modem, you might need to install so software to talk to the DSL source. if it's cable, click on Start, then "Run" if you are using XP or 2000, type CMD and press return, when the black window opens, type "ipconfig /all" and post what it says on the here...
Inaris