Right click the network card that is connected to your broadband modem (and not the card with the yellow exclamation mark) and, from the list that will show up, choose Properties. Then, on the window that will be opened, click on Advanced tab.
There check the “Allow other network users to connect through this computer’s Internet connection” box and make sure to uncheck the “Allow other network users to control or disable the shared Internet connection”, see below image. Click on Ok after doing this configuration.
If you are sharing a dial-up connection, this procedure should be done at your dial-up connection.