Internet Gateway

In Windows XP Pro under network connections on a lan connected threw a router to the internet. I have a “Internet Gateway” configured and Enable here. Why? Why can’t I remove it? I have two W2k machines and neither have it yet XP Pro deems that I have this as well. I had notice that data had been funneling through the XP Pro system when online for some reason. I believe I have cured that problem but the gateway’s presence is unsettling.