Computers converse digitally in zeros and ones. The voice conversation that you have over a telephone line is analog. If you want to use a phone line to transfer computer information, you need to use a modem. If your Internet Service Provider supports modem speeds of 56,600 bps, you may want to invest in this faster modem. Even if your ISP does not provide 56.6K access yet, all faster modems can also run at slower speeds and could be useful when higher speed access becomes more available over the phone lines.
Many newer computers come with built-in modems.
If you're unsure if you have an internal modem, check your manual or ask your computer support person.