It's a totally different way than 2000. You have to go to your control panel and then double-click on network. Go to your services tab and click install. Choose the RAS option (Remote access service). Then you can configure your RAS device (modem on COMx) and the network settings (most likely TCP/IP) and then click continue and then OK to get out of the network settings. It will then copy more files and you'll have to reboot. After you reboot, goto Start > Programs > Accessories > Dial-Up Networking and then add your new connection. If all is well, you'll be able to store a phone number and use it. Pretty easy but.....well.....it's NT.....
-Mike