Windows Vista Interaction With ISP

I recently purchased a Dell Inspiron 530 Computer with a Vista Home Premium OS. I have been trying to download video files/clips/wmv files from the internet and none of my attempts have been successful. When I try to download video files I get a sn\mall square with a red "x" in it. I've tried to download a wmv file and the web site address in the "address box" just keeps flashing and nothing appears on the screen. Also, I cannot listen to "verbal" programs from web sited.

I thought my problem might be that Media Center was not communicating with my ISP. I went to Media Center/Tasks/General/Windows Media Center Set Up/Set Up Internet Connection. My ISP is a dial-up connection so on the next page I indicated that I do not have an "always on" internet connection. On the next page I was asked to select my connection from the list shown and MSN was shown(it was the only one shown). My ISP is MSN so I selected this connection and, on the next page I entered my MSN Dial-Up Password & confirmed the password. My user name and password is saved and available on my ISP Sign-In

page. Following this I was requested to test the connection and each time I try I get a message "The

specified dial-up connection cannot be found. I was instructed that if the test failed I should select "Back"

and choose another download method. To my knowledge I don't have another download method.

Any ides or comments on this problem would be appreciated.