Connecting Win 98 to a Private Network

Hi! Have Win 98 and a cable modem. Need to set up connection to Virtual Private Network, through the Internet (I guess). When I go in Dial-Up Networking I get stuck because I don’t have a modem because I’m on a Cable Modem. I have screen shots for Win 2000 that show a Network Connection Wizard, but I can’t find similar on Win 98. Any help would be appreciated!