9. Give the connection a name. 10. Select the second option, "No". 11. Click finish. 12. Here you will see your new connectoid. Right-click on it and select Create a shortcut and then selct Yes on the error to make a shortcut on the desktop. 13. Open up the connection and click Dial. Win XP: 1. Open up Control Panel. If it says, "Pick a category" or on the left says,