If you do have it plugged into the wrong jack, you can easily correct the situation by trying the other jack. If you have an external modem, make sure your modem is turned on. An internal modem is powered by your PC's power supply. This means that when you turn on your computer, an internal modem will automatically be powered on. The following test will make your modem howl.
External modems can be particularly loud depending on how the volume is set.
The next two commands should be issued in either lower or upper case letters. Do not mix upper and lower case letters when issuing one of these commands. If your modem is connected to COM4, you should hear a dial tone. Some external modems will make a loud shrieking sound when you issue the above command. AT wake up the modem and initialize it.