Do the following:
Double Click on My Computer.
Double Click on Control Panel.
Double Click on Add/Remove Programs. The Add/Remove Programs dialog box appears.
Click on the tab at the top that says Windows Setup. Windows will search for installed
components.
Click once on the words "Communications" ( not the checkmark there, just
the words ) and click on the button at the bottom that says Details.
A new box will appear. Click on the checkmark that says Dial-Up Networking.
Click OK twice.
Windows may or may not ask you for your Windows CD, then will ask you to restart.
Restart your computer, and Dial-Up Networking will be installed.