Who is your broadband ISP? Presumably you have a modem software CD? In that case it's simply a question of running the modem software, connecting the modem, and entering your username and password - there should be no need to go delving into the registry at all.
In any event, I assume that you now have a connection showing in your network connections - are you using Windows XP by the way? My advice is that you reinstall Internet explorer - you should find a setup icon if you go to C:\program files\internet explorer.
Try that, and see what happens.