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) 8/24/96 OEM 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 5/11/98 Windows 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.