Vista - Can't set up a Hoc Network...

I am trying to set up a Hoc network from my computer.
It is currently connected by enthanet cable on the LAN.
I have viewed tutorials and so i take these steps:

1) Control Pannel
2)Network and Internet
3)Network and Sharing Centre
4)Set up a connection or network. (on left hand side task bar)
5)Opens up a window which has options in it.

In the tutorials this window has a option called, 'Set up a Hoc Network' but for me,all the other options are there except that one.
Does any one know why it isn't there, or more importantly how to set one up on my computer.

Ps: i am using a Toshiba Laptop that is quite new and has wireless capabilities.