Internet Connection Wizard

I picked up a Windows 98 machine for $5 on Saturday, and everything is working except the Ethernet. I don't need it on the Internet, I just want it on my offline LAN for playing Age of Empires multiplayer. But whenever I try to set up the connection it says "Failed to load the Internet Connection Wizard helper component". Is it possible that the install CD I made is just missing it? Do I need to install from a different copy?