Could be a couple different reasons. One is a Broadband connection is already running. MS limits you to one. Or it can be a configuration issue. You may need to edit the registry which you should only do if you know what you are doing. Here are a couple references from Microsoft:
http://support.microsoft.com/kb/279658
http://support.microsoft.com/kb/191444
If this is a new connection and you had one before you may only need to disable the old first. Since there are a few causes for this it's tough to nail down.