Internet connection sharing

hi, i am running windows xp home edition. i have recently
bouaght the playstaion 2 network adapter which requires a
broadband modem. because i already have one for my pc i
thought i would share it with that. i started to follow a
guide on playstations site, how to connect the ps2 up to
the modem and the pc at this url:
http://uk.playstation.com/networkgaming/story.jhtml?
storyId=300350_en_GB_GUIDES&linktype=MPC

but i then didnt know how to make it so my pc will share
its internet connection, so i used this guide at this
url :
http://uk.playstation.com/networkgaming/story.jhtml?
storyId=300347_en_GB_GUIDES

now in this it says right click on you internet
connection icon and check the box or "enable internet
connection sharing" but for me that is not there, all
that is there for me is something about a built in
firewall. if anyone knows how to enable internet
connection sharing please help me.

Will