Have you got a handset with a connector that would connect to the modem, assuming it has two RJ-45 sockets (the port that connects you to the telephone line) If so, can you connect the handset and check that you get Dial Tone, then activate the modem, you should be able to hear what the modem is doing
Also you could try an AT&F command to re-initialize the modem before it dials, go to Control Panel Select Phone and Modem Options, select the Modem tab, then find your modem and double click on it, select the Advanced tab and in the box enter AT&F
There maybe a recommended default modem string, check in your manual