Like acewin said, you have to configure your modem first. When I posted my first reply, I assumed that you already have your broadband connection up and running. Now I see that you have not done so yet.
What this means is that you have to configure the modem's internal settings, much in the same way that you configure your motherboard's BIOS settings. Basically, your modem and the BSNL server have to be able to talk to each other. There are certain protocols that have to be set, and your username and password have to be entered too.
When all physical connections have been set up, use your browser to link to the modem. This is like visiting a web page with the URL *192.168.1.1
You need to enter the modem's username and password (not those of your BSNL account) to access the modem's settings.
Although the basic principles are the same, different modems present the settings options in different ways. As I am not familiar with your modem, I cannot give you detailed step-by-step instructions. If your modem came with a manual, read that, and you could also search the net. E.g., *smartinfo.com.my/IT/PC_Hardware/TM_Net_Streamyx_ZTE_ZXDXL_831_Modem.htm