Setting up a VPN Connection

>In the New Connection Wizard window I select "Connect to
>the Network at my Workplace" then I click next where I
>have the option of selecting either "Dial-up connection"
>or "Virtual Private Network Connection". The problem is
>that both options are grayed out and I cannot select
>either and I cannot click next. Therefore I cannot create
>my VPN connection. I have a D-Link Router that is
>connected to my cable modem and my two computers one of
>which is a MAC. The router is set to the factory defaults
>so I have no special configuration. Any help would be
>greatly appreciated.
>
>Thanks,
>
>Brandon