Ever had the problem of installing a new desktop but don't have an Ethernet connection? Well, you can turn your machine into an Internet router for this purpose.
1. Go to Administrative Tools and make sure the "Application Layer Gateway" and "Windows Firewall" service is started (and/or set to Automatic). If you don't, you'll get a "null" when trying to do the Internet Connection Sharing setup.
2. Go to view Network Connections and right-click Properties on the wireless Internet connection. Click on the "Sharing" tab and make sure both checkboxes to enable sharing -- these screenshots still apply even though it's Vista:
3. Connect the Ethernet cable from your laptop to the desktop. Make sure to do an ipconfig /renew on the desktop. You should also verify that the IP address of your laptop has been changed to a private IP address.
If you need to ever use the laptop's Ethernet connection again, you need to change back to "Obtain DHCP address automatically". You may also wish to disable the Internet Connection Sharing option for the wireless too.