1. Go to My Computer.
2. Open Control Panel.
3. Open Network Connections.
4. Go to File > New Connection... Or Click on Create a new connection.

In the New Connection Wizard:

1. Click Next.
2. Select Connect to the Internet.
3. Select the way you want to set up your Internet connection.

If you select "Set up my connection manually" then follow these steps:

1. Choose Connect using dial-up modem and click Next.
2. Select the modem from the list, e.g. "Modem - Nokia 6650 (Infrared)(COM6)."
3. Type in the name of the connection (can be whatever) and click Next.
4. Type in the phone number of you Internet connection (obtained from your ISP) and click Next.
5. Select the connection availability either "Anyone's use" or "My use only". The difference between these is that if you have multiple user accounts on your Win XP computer you can make the connection invisible to other users if you select "My use only." Click Next.
6. Type in the User name, Password, Confirm password and select the options you wish. Click Next.

Click Finish.