Normally, that would mean you didn't have any network cards installed. However, I assume that you have a network card and that it's functioning correctly, so clearly something else is wrong.
I would start by using Device Manager to identify any problems that it may be having with the NIC. If an updated driver is available, update it using Device Manager as long as you're in there.
If after restarting the system, the interface still doesn't appear in 'Network and Dial-Up Connections,' then shut the system down and remove the interface card. Restart the system, log on as an administrator and remove the network interface driver. Shut the system down again. Replace the network card and restart the system. Re-install the driver, and hopefully it will appear.
This was first published in July 2003