Microsoft has a penchant for making several versions of its operating systems. This started with Windows Vista and the difference between the versions is the features that are supported. The most basic version of Windows 7 is the Starter version, which is found on some cheap netbooks. One of the interesting features of more expensive versions of Windows 7 is the ability to share wireless connections with other machines.
This feature lets the user with a mobile broadband or WiFi connection has other users connect to their computer to share the connection. While the feature is easily found in the Set Up a Connection dialog on more expensive Windows versions, it is missing on Starter.
Apparently, the missing icon for the service on the connection dialog doesn't mean the Starter OS is missing adhoc networking altogether though. Apparently, the icon is missing but the adhoc feature can be found and activated on Starter edition by searching "adhoc" from the Start menu and then launching the executable. I bet Microsoft closes this loophole in an update coming soon.