Connect using a dialup connection and the Connect using a broadband connection options are disabled.

There are a number of reasons for this to happen. First, make sure that the Remote Access Connection Manager service is Started, and that its Startup Type is set to Manual. On XP, you can check this by going to Control Panel > Administrative Tools >Services.
If this doesn’t seem to work, one the following methods will do the trick.
Method 1
Open the Registry Editor. Locate and click the following key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Telephony\Cards
Delete NextID in the right pane.
Exit the Registry Editor and restart the computer.
Start the New Connection Wizard, and then create a new dial-up modem or PPPoE connection. If the issue is not resolved, try this:
Method 2
Open the Registry Editor. Locate and click the following key:
HKEY_CURRENT_USER\Software\Microsoft\ Windows\CurrentVersion\Telephony
Delete the key. Exit the Registry Editor.
Perform an in-place upgrade of Windows XP,that is, a repair installation of Windows XP as follows.
Boot using your Windows XP CD.When the system prompts you to press [R] to run the recovery console to repair Windows, do not do so. Choose to install a new version of Windows instead. The setup program will then proceed and detect the old copy of Windows. Now it will tell you to press [R] to repair it or [Esc] to install a new version. Press [R]; setup will then proceed to re-install Windows over the old version while retaining all programs, settings and data files. If this does not solve your problem, proceed to Method 3.
Method 3
Open the Control Panel and under Phone and Modem Options, set the area code and other desired settings. If the My Location item has not been created, the New Connection Wizard to create it should automatically
appear. You can use this Wizard to enter the area code and other settings. When you’re finished with the Wizard, restart the computer. The Connect using a dial-up modem option should now be available to you.