If you're using your own PC, you'll need to configure networking for your operating system (eg Windows XP). The easiest way to do this is to obtain a CD with the tools and settings combined---most ISPs give these away free. If you know all the details of the connection (usually obtainable from the ISP's tech-support website), you can set up the connection by hand, but this is often not for the faint-hearted!

There are some hints on configuring Windows for the University's dialup and ResNet services on the IT Services website (the ResNet pages are particularly good).