If you continue to get the gateway then something things it is a gateway.
Rerun the entire networking wizard and specify that you don't want to run ICS and that you get your IP address dynamically (from other computers or something like that).
If you have any other type of possible networking adapter (like a firewire card) windows XP may have bridged the connection, and thus you need to rerun the wizard to fully disable the gateway.
Until the gateway disappears, you still have ICS running somewhere.