Extremely old NEC Versa - modem issue

I was given an old NEC Versa laptop with a whopping 128 Mb of hard drive and 8 Mb of RAM. It has 95, probably updated from 3.1. No idea how old it is, no manufacture date. It has a weird mouse with a ball on top that clips onto the side of the keyboard. It had a 14.4 modem but no little jumper cord for the phone jack. I bought a 33.6 PCMCIA card modem on ebay for 99 cents. It is made by US Robotics and has the phone jack that pops out. I went to their site and downloaded the driver, and I'm not sure if I loaded it correctly. It recognized that new software was installed, went through the installation process, and now that modem shows up in the control panel under modems. In fact I deleted the old one, since it went in the trash anyway. I went into dialup network and put in the local isp phone number, attempted to connect, and I could hear the modem dialing but I could not hear a dial tone at any time. It attempted several times then gave me the error message that (paraphrased) there was no answer. I of course tried a different phone cord, no avail. So does it look like I did something wrong, or could it be a modem problem, or what else? I believe this machine has IE 3.0 which may not work at all anymore. I'm just doing this to see if it'll actually work, I have no delusions of it being very useful.

Why would it even attempt to dial if no dial tone were present?

Thanks for any help.