Here's the trick for that. Prior to turning the box on tap your Options key and hit 2 1 7 (two one seven) then turn the box on and you'll be taken to the dialing options screen and click on Basic and add a 9 (nine) or whatever the outside access code is and you're good to go. BTW also click Done. BTW the TV in your room should be set to Channel 3 and remember to take all remote controls with you plus I take a 25 foot telephone base cord aka line cord.
The hard drive is at the WebTV file server in California not in your unit which is also why the WebTV box can not catch a virus like computers do.
If you're out of town or a location other than your present connection place you'll be asked --Same Place-- or --Moved-- click on Moved. The server knows where you are then and will use a local ISP to connect you automatically.
If you like to check the area you're travelling to for local access numbers
here's a site to check.