Dial up in XP

I have a Gateway laptop that I have connected to our hub
to two other computers, that works fine, but when I
attempt to download a dial up (Netzero) I can't get my
modem to dial out. I have no Netzero icon to configure
and when I try to make a new internet connection, it
doesn't allow me to chose ANY options that have to do
with dial up, only LAN.

Does anyone know how to enable the dial up options? Any
help would be greatly appreciated

Thanks,
Michelle