I don't know if this applies to you, but if you have all the current updates to XP, there was a recent patch that caused problems with the dial up configuration on some computers. Microsoft has since issued a modified patch, which is claimed to solve the problem. But now you have a chicken and egg situation; how do you connect to the Internet to download the latest patch?
I guess the only way is to ask someone to obtain it for you and then transfer it via a USB drive to install it on your machine.
As I said, it may not apply to you, but click here for the gist of the problem.