Connecting to the Internet is one if those things you setup once, then forget about. Still, you do need to get some information from your ISP up front. The basics are as follows:
Your user name and password
The phone number your modem will be dialing to connect
The IP address of the DNS (name servers - described above)
The IP address of your SMTP and POP3 email hosts
The IP address of your news server (optional)
All of this information likely came with your contract when you first signed up with your ISP. Armed with this information, you are ready to begin.