If you don't have an internet connection, which I am interpreting to mean a broadband connection, such as cable or DSL, I take it you are referring to a dial-up connection.
You will need to find a dial-up provider and create an account, then configure your system to connect to it.
This link might help for configuring your Linux dial-up. (A modem connection in Linux is commonly PP0.)
http://linux.about.com/od/linux101/a/desktop07b.htm
If you tell us more, like what country you are in and what distro you are using, you will get better help. The more information you provide, the better we can help.
It also might be a helpful to change the title of your thread to something informative, such as "Create Dial-Up Internet Connection in Linux." "Bad" is not a very informative thread title.
