Look under Win2k Help, it's all there for you to read and follow:
To make a virtual private network (VPN) connection
Open Network and Dial-up Connections.
Double-click Make New Connection, and then click Next.
Click Connect to a private network through the Internet, and click Next.
If you have already established a dial-up connection, do one of the following:
If you need to establish a connection with your ISP or some other network before tunneling to your destination computer or network, click Automatically dial this initial connection, click a connection in the list, and then click Next.
If you do not want to automatically dial an initial connection, click Do not dial the initial connection, and then click Next.
Type the host name or IP address of the computer or network to which you are connecting, and then click Next.
Do one of the following:
If you want this connection to be made available to all users on your network, click For all users, and then click Next.
If you want to reserve the connection for your own use, click Only for myself, and then click Next.
If you want to let other computers access resources through this dial-up connection, select the Enable Internet connection sharing for this connection check box, and then click Next.
Type a name for the connection, and then click Finish.
