We want the top one, with the folder next to it. Connect using my phone line', and click on the 'Next' button. If you've been using a different ISP, you may have a window showing you the list of existing dial-up connections configured on your machine. Leave the first choice selected, 'Create a new dial-up connection', and click on the 'Next' button. Un-check the box that says 'Dial using the area code and country code', and enter the phone number to dial in field labeled 'Telephone Number'.
Dashes are optional.
Bellsouth has disabled 10 digit dialing, and I haven't had a chance to replace the picture yet. Once you have entered a phone number, click on the 'Next' button. Enter your user name in the 'User Name' field. It should be entered in all lower case. Enter your password in the 'Password' field.