This message sometimes appears when using a modem that the system regards as a "Hayes" type modem, which includes most modems manufactured today. The message can be caused by incorrect switch settings, by poor cable connections, or by not turning the modem on.
Check that the modem is on and that the cables between the modem and your system are securely connected. Check the internal and external modem switch settings. If necessary, turn the modem off and then on again.