After the first time I clicked it, it no longer shows for me either. This might be the same thing that has happened, or somehow yours was already enabled?
1. Go to Control Panel > Network and Internet > Network and Sharing Center 2. Under Change your networking settings, click Set up a new connection or network 3. Select Set up a wireless ad hoc (computer-to-computer) network 4. Enter your Network name, and enter a Security key if wanted 5...