I assume you are trying to connect to the internet from your home. If you have a broadband connection - usually DSL, cable, or Fiber Optic Service - make sure you have what you need to set up your home network: What you need to set up a home network.
If you do have what you need, make sure you set up the network correctly: Setting up a home network.
You can always try your toubleshooting in Windows tool. Visit Troubleshooting in Windows to find out how.
