Unwanted Internet Gateway

I have a network using a broadband connection and router.
The ME box is connected to the router and two wireless XP
boxes using 802.11g. The problem is that the ME machine
installs a gateway (which is proper if it is sharing an
internet connection) that is active and I can't disable
it. I don't need it for my network and everytime I shut
down the ME machine it has to wait for the gateway to shut
down. ME has trouble shuting down the gateway process.

Why does it install the gateway when during the setup
process, I chose the router option?

Thanks Much,

-- gateway is router's ip --