Access for Internet Conn. Wizard denied

I just installed Win2K Pro over Win98 on a home computer. When logged on as either the user (part of Administrators group), or as the actual Administrator, I’m unable to run the Internet Connection wizard and create a new Dial-Up Networking connection. I receive “Access Denied – You do not have permission to run Internet Connecton Wizard. See your Network Administrator.” The computer’s not part of a network, and the Administrator of the box should be allowed to run this. I’m new to Win2k, but everything looks fine. Is there something I’m not seeing?