Hi Larry,
first let me give a little info on spec.
Only 2 computers with a AOpen 5 port hub and two patch cables.The host computer is using WinME, AOpen and 3Comm ethernet cards, and the other one is 98se and AOpen ethernet card.
I have followed your steps through creating the LAN and ICS, but I couldnt get it working.
1) I set up the patch cable and hub onto both computers and tested it with NetBIOS, I was able to transfer files between the two computers.
2) I installed ICS onto the host computer, and the ICS interface is different from the picture you shown. (the WinME verson 
3) It automatically set up the TCP/IP info and created a install disk for my client computer.
4) I used it and it set up the gateway for my client computer.
5) Now I double-checked my IExplorer Option to see if Proxy is checked and it was not.
6) Then I tried and it doesnt work... but file transferring between computers was possible.
Is there a step I skipped or is there anything I done wrong? Please help.
Thanks