Half-Life Modem Play

Client Setup:

Go to My Computer - Dial-Up Networking - Make New Connection.
Type a name for the connection (doesn't matter what) and select your modem if it's not selected already. Click Next.
Take no notice of the Country Code and Area Code fields, put everything you want dialled into the Telephone Number field (all the numbers U'd dial if you were using a normal phone).
Click Next, then click Finish.

A new icon should appear in the Dial Up Networking folder called whatever name you entered earlier. Right-click this and click Properties.
In the General tab, uncheck "Use Area Code and Dialling Properties".
In the Server Types tab, make everything look like this screenshot (bring up the window seen on the right by clicking TCP/IP Settings).

If you're intending to play games that use the IPX protocol, make sure that "IPX/SPX Compatible" is checked (unlike screenshot).

Click OK. Now everything's set up, to connect to the phone number you specified, double-click the connection icon.