By now you've already determined that you don't have RAS installed on your system. You should be at the Network Servicestab (My Computer/Control Panel/Network). Click the Add button, and you'll be presented with the Select Network Service window, as shown here:

Scroll through the list of available services until you find one labeled "Remote Access Service". Click on it to highlight it, as shown above. Click the OK button, and Windows NT will install that service. You'll be prompted for your installation CD-ROM if RAS has not been previously loaded.

You can now go on to the next step, Configuring Remote Access Services.