How to configure VPN connection (Windows XP)?

Open the Control Panel, and double click the Network Connections icon.
Under Network Tasks, click the Create a new connection menu.
In the Network Connection Wizard, click the Next button.
Select Connect to the network at my workplace, and click the Next button.
Select Virtual Private Network connection, and click the Next button.
Select Do not dial the initial connection, and click the Next button.
In the Host name or IP address box, type the host name or IP address of the proxy.
Click the Next button.
Select Do not use my smart card, and click the Next button.
Click Finish button to close the Wizard, and test your connection.