Acredito que você precisa ativar o compartilhamento de conexão com a Internet em seu adaptador sem fio (não na interface UTMS). Este artigo da Microsoft tem todas as informações de que você precisa. Um trecho está abaixo:
To enable ICS, on your host computer:
Open Network Connections by clicking the Start button , clicking Control Panel, clicking Network and Internet, clicking Network and Sharing Center, and then clicking Manage network connections.
Right-click the connection that you want to share, and then click Properties. If you are prompted for an administrator password or confirmation, type the password or provide confirmation.
Click the Sharing tab, and then select the Allow other network users to connect through this computer’s Internet connection check box.
Note
The Sharing tab will not be available if you have only one network connection.
If desired, you can also select the Allow other network users to control or disable the shared Internet connection check box.
Optionally, to allow other network users to use services running on your network, click Settings and select the services you want to allow.
O ICS tem um servidor DHCP integrado que distribui IPs em uma rede 192.168.x.x.