ICW failure

I was trying to create a new Dial-Up connection in Windows 2000 using the Internet Connection Wizzard. When I choose the "Inteinet connection" option, and did everything as required, I always ended up with a message like this: "Unable to create an Internet connection. Double click on new connection in 'Networking and Dial-up connections' of My Computer.
But that is where I started in the first place!
When I checked the properties of the [Remote access connection] (with the modem icon), there were no services installed, but I have not found a way how to install them.
Before I have suceesfully created a Direct cable connection with another computer. Is that a problem? (The 'Direct Network connection' has all the networking services properly installed.
I was able to create a Dial-up connection using the "Private network" option after I removed, and to an ISP after removing NetBUI protocal from the created Connection.

Does anobody know why I cannot create an "Internet connection"?