Hi. I recently did this so I am going to post the instruction I wrote here. Hope it will help you.
Step 1: Installing VPN adapter
1. Click START, click SETTINGS, click CONTROL PANEL, and then double-click ADD/REMOVE PROGRAMS
2. Click the WINDOWS SETUP tab
3. Click COMMUNICATIONS, click DETAILS, click to select the VIRTUAL PRIVATE NETWORKING check box, and then click OK
4. Click OK, and then click YES to restart your computer
Step 2: Creating the VPN Connection
1. Double click MY COMPUTER, and then double click DIAL-UP NETWORKING
2. Double click MAKE NEW CONNECTION
3. In the TYPE A NAME FOR THE COMPUTER YOUR ARE DIALING box, type a name for this connection
4. In the SELECT A DEVICE box, choose MICROSOFT VPN ADAPTER, and then click NEXT
5. In the HOST NAME OR IP ADDRESS box, type the ip address of the remote machine you are connecting to
6. Click NEXT, and then click FINISH
The last step is to go configure the VPN connection properties.