DUNS Connectoids  - Windows Me

Windows Me & DUNS. Dial-up networking is not shown on My Computer as in Win9x; instead, it appears in Control Panel, and also in the Start->Settings Menu as "Dial-up Networking:

Creating a new connection - Double-click Make New Connection.

Welcome to Dial-up Networking
Name the connection, and select the modem you are using from the drop-down. (Screens that you get if you click Configure are shown on the page for Editing WinME Connectoids.)
Enter the phone number
You are finished.

See this page for Editing a WinMe Connectoid.