From the Apple Menu, System Preferences

Click on Networkicon in the System Preferences

Click on the Assist Me... button

Note: your screen will look slightly different based on your configuration.

Enter th eName for your connection (typically your ISP's name).

Press the Continue button...

Select I use a telephone modem to dial my ISP., click Next

then press the continue button.

Enter your user information (make sure you enter the realm as part of the username!)

then press the continue button.

Choose your modem

then press the continue button.

Verify your Settings

then press the continue button.

Click on the Connect button

This will bring up the Internet Connect Dialog

Once you have configured your system, connect by clicking on the modem in the menu bar and selecting the Connect menu.