Since we don’t know who your ISP is, and what type of internet connection you have it’s kinda hard to guess what you need to set up.
Best advice i can give you is to call your ISP support and ask them for directions, i’m sure they’ll help you out since that is their job.
I’m guessing they also have instructions at their website, so you can try that aswell.
On Vista, most things should be automatic (recognizing the network, etc.). Like Mikey said, better is have a specialized technician to see your computer like the automatic way is not working.