Does the cable go to a 'modem' box, or does it go straight into the wall?
If the cable goes to a 'modem' box, you shouldn't need to do anything else, and can you post the error that your computer tells you?
If the cable goes straight into the wall, do you have 'Dial-Up' or 'Broadband'?
Broadband
You may need to set up a PPPoE network connection to connect to your Internet Service Provider.
- Click the Start button, and choose Control Panel
- Choose Network and Sharing Center
- Choose "Set up a new connection or network"
- Choose "Connect to the Internet"
- Choose "Broadband (PPPoE)
- Enter your username and password, and connect to the Internet.
Dial-Up
You may need to set up a Dial-Up network connection to connect to your Internet Service Provider.
- Click the Start button, and choose Control Panel
- Choose Network and Sharing Center
- Choose "Set up a new connection or network"
- Choose "Set up a Dial-Up connection"
- Enter your provider's phone number, then your username and password.
- Connect to the Internet.