To begin, go to:
Start-> Programs -> Accessories -> Communications -> New Connection Wizard;

When the new connection wizard window opens, click "Next"

Select "Connect to the Internet";

Select "Connect using a dial-up modem";

Enter a name for your connection. "Goscomb Dialup" has been used as an example;

Use 08456043047 as the phone number;

Enter your username & password (See here for details);

Finally, click "Finish" to complete the setup.
To make connecting easier, you can add a shortcut to your desktop by ticking the checkbox.