I get an error message saying there is no dial tone.

This error message is usually caused by an unplugged phone cable, or a problem with the modem caused by a surge through the phone lines.  To prevent a surge to your modem, your phone line must be run through a surge protector, plugging the power to your computer into a surge protector does not protect your modem. 

• Unplug your modem and plug a phone into the same line and see if you get a dial tone.  If not, there is a problem with your line or phone jack.
• If you do, leave your phone on the line and plug your modem in as well and see if you hear a clicking sound through the phone when you plug your modem in.  If you do, your modem is bad, usually due to a surge, and will have to be replaced.  Most computer manufacturers will not replace a modem hit by a surge under warranty.  If your modem was protected with a surge protector, check if your surge protector offers any warranty against damage caused to your equipment.  
• If your modem is plugged into a PBX or digital phone system you will usually not get a dial tone.  Since this may in itself cause damage to your modem, a modem should only be plugged into a regular phone line as you would a fax machine.

Also, refer to Microsoft article #Q140260 for more information.

Link to more information:  There is no dial tone. Make sure your modem is connected to the phone line.