Can you give us a total desciption of your set up:
1. Operating System version (eg: Windows 98),
2. What firewalls you have,
3. ram, 4. HDD space available,
5. Connection type,
6. Modem & router brand name & model numbers,
7. Where are you trying to connect from (home, school, work, etc.)?
These details are vital if you want us to find out what your connection problem is.