1) Open Network and Sharing Center
2) Go to Change Adapter Settings
3) Find the adapter for the default internet connection (it was a PPPOE in my case)
4) Right click on that -> Cancel as Default Connection
4) Right click -> Properties -> Sharing tab
5) Uncheck “Allow other network users to connect …” if it is not
6) Setup the ad-hoc as cocaine explained in the previous post, the Turn on Internet connection sharing should appear