The icon in the taskbar next to the time is your modem. It shows you amount of data transferred, speed, length of connection.

<start>
<control panel>
<dial up networking>
<connection settings>

Check the box marked "show an icon on taskbar after connected"

Or you can do it in options when you set up a new link as I suggested earlier.

Win9x/ME were designed as stand alone OSes so do not have the LAN icon (which shows you a map of connected devices etc)..............that is NT4/Win2000/XP



EDIT: You will only see this icon if you connect through a dial-up modem.