If ure using BT and have a connection like i do ( 512 MBPS ) then u just have to connect the ADSL modem ( green box ) to the USB port of your TR and install the BT world software from the cd. Thats it, type your password and username and ure ready. If not , then ure probably using a phone line, in which case u have to connect the phone cable into your TR (on the right side) and then make a new connection through start menu/all programs/accessories/communications/make new connection wizard. Type in the number, password and username and ure set.
If your using the TRs built in LAN card than u need to type in ure IP address and the subnet in the properties tab of your LAN card which shows up in control panel/network and internet connections/network connections ( i think ) and ure set.
Cheers.