Hi there, I am new to Linux? Can anyone tell me the procedure how to establish an internet connection to RHEL version 5.4. I have a modem for internet facility. In windows XP, I know how to establish the network but till now I haven't found RHEL as user friendly as windows. I hope someone can help me!

RHEL is a PAY FOR version of Linux..unless you're going to pay for it, then don't use it. Also, RHEL and it's free alternates (CentOS or Scientific), are meant for SERVERS, not home systems. Servers typically don't have modems, wifi, sound, etc., so support for such things can be challenging. If you want a home version, try Mint or Ubuntu.

You don't say what kind of modem, or where it's plugged in, but there are MANY PPP dialers available for Linux, just as 'friendly' as the ones on Windows. KPPP or Gnome PPP are two. Typing in wvdialconf at a command-line will also set up your modem, and typing "wvdial" after configuration, will make the connection.

Actually, RHEL does have a desktop option and it works fine for me
(Actually Centos)

@OP: Anyway, if you have a broadband modem that already works with MS from that location, then it should just work with RHEL/Centos.
Try rebooting the system; it'll do a HW check and hopefully connect.
If not, tell us exactly what msgs you get.
If you haven't already setup the modem, most sane ISPs provide a set of setup instructions which usually consist of using the browser to surf to the modem's addr (eg 192.168.1.100) and then filling in the webform there.

We really need more detail as to what stage you've got to & eg are you running a GUI or not?
If you have an ISP that won't even talk about Linux and only provides a MS setup disk, then you'll have to google that ISP; bound to be someone whose done it already.

It is quite easy to make your internet service up and running.
If you are using some modem then I am sure you must have been provided with some IP, Netmask, Gateway and DNS server from your ISP. As you use these values in windows just use the same in your linux box

follow the graphical console as it is easier for newbie
a console will open up just open up your ethernet card option and edit all the details as asked including the DNS server which you can find in a separate tab
and after saving the file run this command
for cli interface should be something like this just replace your IP address, netmask and gateway value
if you have been asked to use dhcp for internet then just select dhcp in the gui console as I mentioned above and restart the network

....and since the OP may be using a dial-up modem (for all we know at this point), that information may confuse them. Also, you don't mention the fact they need to change the MAC address in your example, or tell them where to GET any of the information you're telling them to replace.

If they're using a broadband modem, none of this will really be effective, since they'll have to use a dialer to initiate the connection, and from there, will get an IP address, DNS server, etc.

where to get means the OP already said he knows how to work in windows and I guess if a provider is giving internet line they will give all the related info for connection. That is not something which I will tell him. As I have clearly said it will be given by your ISP.

and as per the details provided by the OP I think I have given all the types of help and if he/she comes up with any additional details then I can think otherwise.

it must not be too important
it has been almost two days ( 6 hours short)