Install Dial-Up Networking
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Double click My Computer
Double click Dial-Up Networking
You should see the following screen...

Click Install
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A screen will show up asking for certain files.
In the Copy files from field enter D:\I386\
(NOTE: You must replace D: with the appropriate drive letter for your CD-ROM drive)
Click OK
You must wait while NT copies the needed files to your computer.
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Select the COM port your modem resides on and click OK

Click Configure
Click OK
Click Network...
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Uncheck NetBEUI
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Check TCP/IP
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Uncheck IPX
Click OK
Click Continue
Wait while your computer installs and configures Remote Access Service on your computer.
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You'll be presented with a dialog window asking you to restart.
Click Restart