Hi.
Hmm. that is strange it should not happen.

Try to follow the instructions here:

Basic Wireless Configuration: http://www.ezlan.net/Wireless_Config.html

Basic Wireless Security: http://www.ezlan.net/Wireless_Security.html

Jack (MVP-Networking).

quoted form http://www.ChicagoTech.net
Connect using a dial-up modem or VPN option in the New
Connection Wizard is
unavailable (gray out)
SYMPTOMS:
1) After installed SP1 for XP and then use the System
Restore feature to
restore Windows to a state before the installation of the
service pack.
2) After upgraded your computer to XP Pro from Win98, ME
and XP Home. You
may experience the following symptoms: a) The Connect
using a dial-up modem
or VPN option in the New Connection Wizard is unavailable
(gray out). b) The
Network Connections folder is empty. c) ICS and ICF
services do not start
because of a dependency failure. d) In the Event Viewer,
you may get Event
ID: 7023, Event ID: 20035 or error 5 with Access is
denied, Remote Access
Connection Manager failed to start because it could not
create buffers or
Could not start the Remote Access Connection Manager
service on Local
Computer.
Resolution: 1) To resolve this problem, reinstall SP1 for
Windows XP. 2)
Delete the NextID value
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersio
n\Telephony\Cards\NextID,
and then restart the computer. 3) Delete the Telephony
key
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersio
n\Telephony.