cannot DISconnect an XP created internet network

From what I`ve tried I cannot disconnect this connection I created,
screen cap here, 

http://screencast.com/t/ZTUxMDQ2O

I tried networking to my vista via my xp pro service pack3, but accidently set up an internet gateway I think,
when I right click the GSL 604T connection and choose disable, or choose disable this network device in the left menu it gives me this dialogue box " it is not possible to disconnect at this time. the connection is currently busy with a connect or disconnect operation"...

please help      I`m stuck..

I turned off my vista, and pulled out the modem router power source, turning off the modem/router. (Dlink brand)

then plugged it in again, this time that G604T internet gateway was gone when I checked my network connections.

 

I was WRONG, the modem rebooted when I plugged it in and now the internet gateway is there again, but I always had internet access prior to setting up this network gateway which is what is WORRYING me as I do not have any computer expertise, which is why I am here seeking help, and I am concerned I have opened up my computer to an outside network?

please help