Hmm, yes, to be honest I think most computers do not or very soon will no longer come with a dial up modem installed, it's a minority requirement so why should they? Especially in a laptop where power and space is a premium.
You will either need to get a USB dial up modem (very cheap if you know where to look, i.e. NOT PC World!) or do as someone already suggested and share your internet connection from your other PC, there are guides on how to do this on the web, I think it's a pretty easy thing to set up for XP, not sure about Vista. No doubt someone has tried it and made a web guide about it already though, so get googling!
If your other PC has a wireless card in it then you may be able to set up wireless internet sharing, assuming that your laptop has wireless built in too (most do these days).
Never had a problem with this myself - my Mac is currently connected to broadband, but I could easily switch to dialup as the Airport Base Station it is wired to has a built-in dial-up modem (the Mac does not have one built in).