On most laptops when you share you LAN connection via wireless create an "adhoc" wireless network unless you are lucky and have a wireless card that does "infrastructure mode". Normally this is not a problem but Android does not support it by default.
In order to enable enable it you need to replace the file in /system/bin/wpa_supplicant with a version that supports it. Also you need to have root. If you do not yet have root follow my guide here.
This guide comes via SilverW1ndy (J).
Download this version of wpa_supplicant
This method uses "Root Explorer" which is a paid app but if you want to use the free way you can use the Terminal Emulator method mentioned here.
- use "root explorer" to mount /system/bin/ and make a backup of wpa_supplicant
- rename the current one to wpa_supplicant.bak and copy the new wpa_supplicant to /system/bin
- then we need to adjust the permissions on the file to match this picture
- change /system/bin back to read only
- disable and re-enable wireless
- now your adhoc wireless network should be listed with the other wireless networks and you can connect.