Internet Connection Sharing
ICS is not officially supported. For information on setting up your ICS or disabling your second TCP/IP device, please see
http://support.microsoft.com/ and search the Knowledge Base for instructions specific to your operating system. If you are uncertain about making these changes, contact your network administrator.
Internet Connection Sharing (ICS), Network Address Translation (NAT) clients or Firewalls—Although Age of Empires III does not officially support connection through ICS or NAT, Ensemble Studios Online tries to auto-detect your network setup and configure itself for play on your network. This should work for the majority of NAT devices, but if you are having problems connecting to ESO or other players, you can try opening UDP port 2300, HTTP port (TCP: 80), TCP ports 28800-28805 to ensure that you have loaded inbound/outbound TCP/IP and UDP protocols in your network settings. If you have multiple machines, you may also map those machines by incrementing that port number by one and using hostPort=2301 (for instance) on the Age of Empires III command line.
For more information on setting up or disabling an Internet connection sharing using Windows XP, go to:
http://support.microsoft.com/default.aspx ?scid=kb;en-us;Q306126