[ubuntu] How should i connect my VPN connection on Ubuntu 12.04?

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http://ubuntuforums.org – I am trying to install Ubuntu 12.04 but when I get to a certain part it says that I need an internet connection to install some third-party software. Now I have tried to setup my connection but so far I have been unsuccessful. On my windows laptop, I would just simply enable my LAN connection, then I would open rasphone.exe dialer and type my username and password and start the VPN connection but in Ubuntu, I have tried to do the same thing in the VPN tab but it wont connect. I have also googled this problem but did not find anything helpful. I hope you help me solve my problem. Than (Hardware)