Internet Connection Sharing

How do I setup Internet Connection Sharing on Windows Millennium? I have a cross-over cable; AOL 6.0 installed, IE 5.5, some VPN protocols, NETBEUI, TCP/IP, File and Print Sharing, Internet Sharing, Client for Microsoft Networks. What do I need to do step-by-step? what protocols do I need to configure, and what protocol do I need to select to configure the Master Browser. Is it true that download speed would be faster if the IRP PACKET SIZE was changed from Automatic to Large? URGENT HELP NEEDED!!