I cudn'n fnd "Enable Internet Connection Sharing for this Connection" option in my server 2003 Only available option in local area connection - properties - advanced tab is settings for firewall. Wat can I do to Share my internet connection.

What version of Server 2003 do you have?

Take a look in the Services console. Do you have the Windows Firewall/Internet Connection Sharing (ICS) service enabled and running?

Internet Connectoin Sharing is meant to be a simple setup for home users. If you want to use server 2003 as a gateway for other computers to access the internet, you should set it up as a Routing and Remote Access server, with Network Address Translation turned on, and then either turn the DHCP server option on, or go to all the other computers in the network, and manually set their IP settings to use the server's IP as the default gateway.

I'm using Server 2003 Enterprise Edition SP1

There is no ICS on that version. Windows Server Small Business Edition has the option for ISA server as part of the licensing. For other versions, ISA Server is a separate license and can be used as Standard or Enterprise. Unless you are using multiple ISA Servers, the Standard Edition is more than enough. It is a true firewall/proxy server with rules based access and not the simple Internet Connection Sharing that you would find on the workstation operating systems.

Another option would be to use a hardware based firewall. Many of these devices will not also act as a rules based proxy server with full AD integration.