It sounds like OE is trying to use a dial connection.
Were you on a dial-up connection before ?
Are you on dial-up with your new ISP ?
If you are now on broadband, then either the settings should have changed automatically if there was any software loaded, or you can change them manually.
You can go into Tools -> Options -> Click on Connection TAB then Change. Ensure that the Never dial button is selected.
This may be greyed out. There could be other reasons but this is where I would start looking.