Right mouse click on the new connection and click on properties.

Make sure the "use country and area code" box is unchecked.

Select the "server types" tab and make it look like this by selecting and deselecting the necessary boxes.

click on the "TCP/IP Settings" box and make sure it looks like this. Then click ok. That should be it!

Then just double click on your dialup connection under your Dial Up Networking folder to connect to the internet. You can also make a shortcut to your desktop by 'right clicking' on the connection and clicking 'send to desktop as shortcut'.