In the system tray (bottom right corner of your screen) you should see an icon featuring two computers, on behind another. If you're connected to the web it will have a little globe on it. click once on that and you'll see a link in the pop up window to the network and sharing centre.
This assumes you're running vista - if you're on a different OS let me know.
I don't know about vista,I am using windows xp home edition 2002,I did do as you said,click on the icon at the bottom r.h. then clicked on internet connections. It gave me 4 choices,disable,
properties,refresh and intel R proset. I clicked on properties, and another window came up with about 5 choices all with a checkmark,but nothing about wired connections i could uncheck or delete. Then I clicked on the next tab,wireless networks,and it said Linksky which is the router i am using, is this any help?