Things that you have to take in to consideration

*try to look at the dialing properties(phone number, tcp/ip settings, etc.)
*modem drivers
*phone line
*see if the modem is working (try dialing a phone number from your Phone dialer )
Start > Programs > Accesories > Communications > PhoneDialer
if you have a cell phone dial yourself and you will see if the modem is dialing

there are some other things that you could do but i don't remember at this time.