Boobesque's suggestion of checking your firewall settings is certainly one I'd give my support to but I think I might have thought of something else that could be at the root of your problems:
You say that you are 'trying to connect with Firefox (or Opera)'. Well, whatever else Firefox may do (I don't know about Opera) it certainly doesn't connect you to the internet!
Let me try to explain: If you're used to Internet Explorer and have a dial-up connection then there are two separate programs on your PC which are involved. Your Dial-Up Networking software connects you to the internet and Internet Explorer lets you view web content. Now, internet Explorer has a default setting which tells your PC 'when Internet Explorer is opened also run the Dial-Up Networking software as well' so that, when you click on Internet Explorer, you're not starting one program but two.
Firefox isn't integrated with Bill Gates' software (thank heavens) so if you only open Firefox it will try to load your home page but can't do so because you're not connected to the internet.
What you need to do is connect to the internet first, then open Firefox (or Opera). To connect to the internet, go to Start / Settings / Dial-Up Networking and double-click the icon with your ISP's name. Wait until the screen confirms that you're connected and then open your choice of browser.
If you're used to just closing Internet Explorer to disconnect from the net, you'll also have to remember to manually disconnect. (Double-click the connection icon at the bottom of your screen).
Chris