I'm going to PM you a screenshot of my Network Connections screen so you can compare notes. I wrote some notes on the screenshot for you to consider. Like I said there, I think you still have Internet connection sharing enabled or there is some remnant of it lurking around.
Try entering "ipconfig/all" into the command prompt and see what IP address your computer has. Is it 192.168.0.1? This is the standard address of a computer with internet connection sharing enabled. If you do have this address... I wonder how you are still connecting to the Internet via your router? (unless it just happened to be on the same network AND it didn't have the IP address of 192.168.0.1.
If you could copy the info from the ipconfig/all and post it here (minus the MAC addresses and any public IPs), that would be great.
Take a look at this
article about Windows Internet connection sharing . Looks familiar, doesn't it?
I'm wondering what would happen if you were to, say, right click the Internet gateway and delete it? If you don't know why it's there, I don't see why it should be or how it could be critical to anything you are doing. If anything, it will only cause problems if it's not meant to be there.