To save all your data you could copy fron HD to CD using 'backitup' (Nero) or Norton Ghost.
if you do not have much actual data and you just want your configuration of IE dialup etc it would be quicker to make a note of the configuration and redo them on your new PC by hand as the new PC should have all the latest software !! and drivers on it that just need setting up.
Dial up may require 'installing' if it is ADSL.