XBOX Live- Windows XP ICS

(I'm not computer savvy)
I'd like to get my husband's XBOX Live running and still have internet
access. We have a little black modem that I have a Ethernet cable, USB cable,
power cord and cable cord going to. From this we have the USB--->computer,
Ethernet--->XBOX. I followed these instructions from the XBOX support pages.
However when I try to configure windows ICS to share internet I hit a wall.
When I right click on network places-properties-LAN, and then the Advanced
tab... there is no option to "allow others to connect using this computer's
internet connection." All it says is Firewall with the 'settings' button. I
have turned off the Firewall through the Security Center.
What else do I need to do? Sorry if this is a no brainer- its late- I'm
running on empty- and I'd like to get this working for him soon. I'd
appreciate any sort of help!

Danielle