1. Go to My Computer.
2. Open Control Panel.
3. Open Network Connections.
4. Go to File > New Connection... or click on the Create a new connection button.

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 selected Set up my connection manually, follow these steps:

1. Choose Connect using dial-up modem and click Next >.
2. Select modem from the list e.g. "Modem - Nokia 7250i (Infrared)(COM6)."
3. Type in the name of the connection (can be whatever) and click Next >.
4. Type in the phone number for your Internet connection, which you got from your Internet Service Provider, 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 Windows 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 and the password. Confirm the password, select the options you wish, and click Next >.
7. Click Finish.