There are several versions of Windows95, and the older versions can require some updates (like the Dialup-Networking upgrade 1.3 ).
To identify your Windows version, have first a look in the Control-Panel : System applet:
example: Windows95:
example: Windows98SE:
you can identify the Windows version (original list from the Microsoft Knowldge base Q181661 ) :
Release Version File dates
------------------------------------------------------------------------
Windows 95 retail,
OEM 4.00.950
7/11/95
Windows 95 retail SP1 4.00.950A
7/11/95-12/31/95
OEM Service Release 2 4.00.1111* (4.00.950B)
8/24/96OEM
Service Release 2.1 4.03.1212-1214* (4.00.950B)
8/24/96-8/27/97 OEM
Service Release 2.5 4.03.1214* (4.00.950C)
8/24/96-11/18/97
Windows 98 retail, OEM 4.10.1998
5/11/98Windows 98 Second Edition 4.10.2222A
4/23/99
Windows Me 4.90.3000
For more detailed information, please view the original Q181661 at Microsoft.