Assuming you have broadband, every phone socket that has something plugged in should have a filter on it.
Lets assume that you only have one socket: the filter should plug into the socket, then the broadband modem plugs into the smaller hole on the filter and the phone into the other.
Assuming that your connections are correct, try the internet with your phone disconnected, incase there is a fault with your phone.
If you have more sockets, then each socket that has a phone/fax/Sky etc plugged in should also have a filter.
Again, try the internet with only it connected, try it in a different socket etc. Once you have it working, connect any other phones etc. one at a time and test the internet. Its a process of elimination.