I can't replicate this problem using my Android mobile phone so it's a mystery to me. I'll work on it and if no-one else has a better answer first, I'll get back to you.
EDIT - Whilst trying this the first time, I missed a big clue in the notification area. When I connected I see the message "blah blah Internet Connection sharing yada etc."and I wonder if you have that setting enabled. In the Properties of the connection, under the Advanced tab, tick the ICS box - I can't think why it should make a difference but it's my best shot at the moment.