In windows 98, you simply need to add the VPN adapter, and add the required information for a new connection (username, password, and server address). Make sure you have updated DUN to the latest version as well.
To initiate a connection to the VPN, you must first establish you internet connection, and then initiate the VPN connection. I find that traditional modem links are _very_ slow, and it is difficult to do very much in terms of getting/putting files.
Cheers,
Andrew