Well in Windows XP (I'm not sure what OS you use, I'm just gerneralizing) you can go to your Control Pannel and there is an Icon for Phone and Modem Options. RUn that and fill in the information and I beleive that should create a Dial-up connection for you to use. Or there is the other way of going into "Network Places" and clicking on "Create a new Connection" and then select Manual Set-up. You just need your username and password for that one.
-Sean