assuming that you have a recent cable/dsl modem that doesn't use PPP.oE or a USB connection to your PC, or are connecting to a LAN, here's what you do:
1: Click on Start Button, then click Control Panel
2: Double Click on Network Connections
3: Right Click on Local Area Connection
4: If 'Enable' is an option click it, if not click properties
5: In properties window, make sure the following items are checked: Internet Protocol (TCP/IP), Client for Microsoft Networks, and QoS Packet Scheduler.
6: If not all of those are checked, leave details as to which ones aren't and I'll give instructions on how to install them.
7: Highlight Internet Protocol (TCP/IP) and click Properties.
8: Make sure Obtain an IP Address Automatically button is checked.
9: Click Ok, then Ok again.
You should be able to connect to a network with a DHCP server somewhere on it ok now.