Don't try to use the RJ-45 socket, which is for an Ethernet cable. A phone-line plug will fit into this one, but there will be a gap on the side.
I don't know which Inspiron you have. Follow-up with the model, and I'll look at the website and give you a hint where to look. Some of the models don't have a modem port at all, and you may have an adapter cable that you must use.
It is an Inspiron 537