http://support.microsoft.com/kb/275546/en-us describes my dilemma. The problem is that according to this solution I need the Client for Microsoft Networks :cry:

I do not have it installed. I am running XP. What do you recommend?

um, install it

That is the obvious answer, my friend, but do you know how and any idea why it's already not there? Will installation possibly interfere with other network connections? I am terribly unsure of this network stuff!

How? Exactly like it says to in the link you posted.
Why isn't it there already? I don't think it is default for dialup connections.
Will installation possibly interfere with other network connections? Possible? This is windows, anything's possible. But I would say it is rather unlikely.

I have a cable connection and am wondering if it's not there because of this. Can I create another network connection butsomehow integrate what I have with what I need?

Really, campkev's answer is the best one to give-- just install it, and don't worry about it. There's really no point in asking "why?" on this one, just give it a shot, and see what happens.