Does it connect to another computer? (Do you get the annoying screeches?) If it does, then hangs, make sure you've got /etc/resolv.conf setup right.
If it dials out but you don't hear a dialtone when it first picks up, make sure it's plugged in.
If it dials out, connects to the other computer, then hangs up, your ISP might be using some unusual setup, and you might have to play around with it to get it to work. I've had good luck with wvdial in the past (cable now), often it was the one program that would work when others wouldn't do a thing, so I'd lean towards the easier answers like this until you're sure you need to mess with scripts and the like.
Most Linux dialers should work with any "standard" ISP without too much hassle, and editing scripts seems to be a thing of the past now. The last possibility is that your ISP is using some kind of setup that only allows Windows clients. MS was practically giving away this stuff to anybody that would take it a couple years ago, but all that happened was most Linux users got so frustrated with it that they got another ISP, so not too many places do this anymore. As a lot of ISP's use Linux themselves, they're aware of the need to be set up in a linux-friendly way.