Unable to setup VPN in windows XP

I’m connected to the internet through cable. I’m trying to setup a VPN connection to my office which is using a broadband connection too. When i perform the following steps:
1)Click the Start button, and then click Control Panel.
2)In Control Panel, double-click Network Connections.
3)Click Create a new connection.
4)In the Network Connection Wizard, click Next.
5)Click Connect to the network at my workplace, and then click Next

Step 5 is greyed out. Both options, “dial-up connection” and “VPN connection” are greyed out.

Can anyone help me on this?