Norton is warning you that there appears to be a program on your PC which could connect your PC to a premium rate phone line, so that you'd be paying a fortune for using the internet without realising it (until your phone bill arrived). The software can only do this if you've got a dial-up modem; if you've only got a broadband connection, the threat is non-existent.
Further information is available from Norton's manufacturer, Symantec:
http://www.symantec.com/security_response/writ eup.jsp?docid=2005-032911-3537-99&tabid=3
The rogue dialer program shouldn't be your main cause of concern. You should be far more worried that you've got a program which is notorious for slowing the performance of PCs and causing system conflicts. It's called Norton!
Chris