"Unknown Error."

Oh I love this one, can Windows be any more vague????

Since we don't have much to go on here, first things to do are to doublecheck all the settings in your connectoid, and failing that, recreate your connectoid with the proper settings, reboot and give it a shot again.

You could also uninstall and reinstall Dial Up Networking and/or the TCP/IP stack from Networking in the control panel (make sure you have your windows CD handy when doing this though since the computer will probably ask for it).

Besides that, I'd be curious about any new software you installed, or spyware, or virus/worms that have infected your computer..