We will assume here that you already have a configured network connection. The following snapshot shows the three different steps to get to the desired dialog.
Here are the actions to take to go from one window to another:
On the desktop, right-click on the My network places icon, and select Properties in the menu that appears.
In the Network Connections window, do the same with the connection linked to the network where the gateway is located.
In the next dialog, select the Internet Protocol (TCP/IP) entry and click the Properties button.
In this dialog, you can choose to check Obtain an IP address automatically if you have a DHCP server on your network. Then, the gateway should also be automatically configured. If not, check Use the following IP address and fill in the associated fields.