You need to provide more details for us to understand your situation.

What version of Windows do you have?
Do you have SP2 installed?
What type of internet connection do you have?
Do you connect through a router?
Does any other computer that connects to the internet in the same way able to connect?
What do you mean by "lock tab"? Are you talking about the icon on the connection that indicates that the connection has a firewall enabled?

Please answer all my questions, not just some.

He means the Internet Lock in Zone Alarm. It's a quick way to shut off all activity for a while.
akinpwal, just click the lock icon in ZA to unlock internet access.

Alternately, you can right click the ZA icon in the systray and click "Engage Internet Lock" to clear the check mark. This will restore internet access.

Thanks for your kind reply.My version of windows is XP 2005, with SP2 installed and regular updates done from time to time.I use fixed wireless mobile dial up connection(MTS) and freeweb connection. I don't connect through the router.Yes, my friend's Laptop connects the same way and it works fine.The problem occured when i installed zone alarm.The lock tab is an 'X' like notation on my internet connection icon.It's not a firewall enabled icon.Each time i click to connect,no events of dial up connection occurs hence.

Thanks for your kind reply.My version of windows is XP 2005, with SP2 installed and regular updates done from time to time.I use fixed wireless mobile dial up connection(MTS) and freeweb connection. I don't connect through the router.Yes, my friend's Laptop connects the same way and it works fine.The problem occured when i installed zone alarm.The lock tab is an 'X' like notation on my internet connection icon.It's not a firewall enabled icon.Each time i click to connect,no events of dial up connection occurs hence.

That X icon points to some sort of cable disconnection. Check that all connections are tight and plugged in properly