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" " Click it and then click "Next." Click "Next" again on the screen titled "Welcome to the New Connection Wizard." " Click "Next." "  If you are using a dial-up Internet connection, you will see the "Public Network" page next. Select the radio button for "Automatically dial this initial connection" and click "Next." If you use a cable modem or other kind of constantly connected internet sources, click "Do not dial the initial connection." " " Click "Next" and then click "Finish." Put a check in the box to save the information if you want to save it for future use. Click "Connect" to connect to the VPN.

Summary:
Click on the "Start" button and select "Control Panel. Choose "Network and Internet Connections" and then "Network Connections. Find "Create a new connection" under the "Network Tasks" heading. Click on the radio button next to "Connect to the network at my workplace. Choose "Virtual Private Network connection" on the next page and click "Next. Type a name for your new connection in the text box on the "Connection Name" page and click "Next. Fill in your DNS server name or IP address for the VPN server to which you want to connect in the text box marked "Host name or IP address. Enter the user name and password the owner of the VPN provided for you.