POL: Problems setting up Internet connectionFollow

I feel so stupid but...
-I have been trying to set up a new connection for POL to connect to the internet w/ and I can't figure out where to get any of the information...
-I am on a Ps2.
-I am trying to make a connection using the option for Dial-up (Modem)
-I just don't really understand the process really because I was doing AOL and it is all laid out in easy steps so now I am confused by the Dial-up setup...
-And I looked at all the Q&A sections for it (like 2)but it was a bit too complicated and wasent really specific...

Can anyone please help me?