Modems and COM Ports

I installed a modem and the drivers are installed correctly. When I try to dial out I do not get a dial tone. The modem states that it is connected to COM port 4, but in the Hardware/Device Manager under COM Ports/LPT only COM1 and COM2 are listed. My question is how do I get the modem to use one of the COM ports that are listed in the Device manager??

Thanks for any and all help to this question.