You should have 3 files, WGW.INF, NT.INF as well as this README file.

If you are using Windows for Workgroups, then just rename WGW.INF to 
MODEM.INF.  Copy the new MODEM.INF file into your Windows "System" directory.

If you are using Windows NT, then rename NT.INF to MODEM.INF.  Copy the new
MODEM.INF into your RAS subdirectory.

With both versions, you will have to reconfigure Remote Access Server to use 
the ZyXEL modem.
