I thought I've read somewhere that cheaper versions of Windows sold with PCs don't have the capability of doing routing.
Log on to the host computer as Administrator or as Owner. Click Start, and then click Control Panel. Click Network and Internet Connections. Click Network Connections. Right-click the connection that you use to connect to the Internet. For example, if you connect to the Internet by using a modem, right-click the connection that you want under Dial-up. Click Properties. Click the Advanced tab. Under Internet Connection Sharing, select the Allow other network users to connect through this computer's Internet connection check box. If you are sharing a dial-up Internet connection, select the Establish a dial-up connection whenever a computer on my network attempts to access the Internet check box if you want to permit your computer to automatically connect to the Internet. Click OK. You receive the following message: When Internet Connection Sharing is enabled, your LAN adapter will be set to use IP address 192.168.0.1. Your computer may lose connectivity with other computers on your network. If these other computers have static IP addresses, it is a good idea to set them to obtain their IP addresses automatically. Are you sure you want to enable Internet Connection Sharing? Click Yes.The connection to the Internet is shared to other computers on the local area network (LAN). The network adapter that is connected to the LAN is configured with a static IP address of 192.168.0.1 and a subnet mask of 255.255.255.0
with this I can get ultimate mobility for my project ... because with the router attached to Ethernet shield I cannot move my Arduino.