Internet Sharing is grey out My system is Lion 10.7.x

My Internet Sharing is greyed out with:


  Internet Sharing: Off
  
  You cannot start Internet Sharing because you have not selected a port to share your connection.


How can I enable internet sharing?

The internet sharing panel is totally disabled, I can see the drop down but unable to select, I'm using a customized version from corp, they may disabled this function, since I have root permission, I might be able to restore it, do you know where to enable the panel?

I just find my screen shot is exactly the same as this question, not sure if its exactly the same case. Internet Sharing on Mac via LAN

I tried to add a com.apple.nat.plist to /Library/Preferences/SystemConfiguration
and tried sudo /usr/libexec/InternetSharing -dDV, I got below in my /var/log/system.log
There seems to be no error, but still unable to get it work.

Dec 10 04:24:37  com.apple.InternetSharing[3406]: port forwarding is allowed
Dec 10 04:24:37  com.apple.InternetSharing[3406]: published changes: success
Dec 10 04:24:38  com.apple.InternetSharing[3406]: store_changedDec 10 04:24:38  com.apple.InternetSharing[3406]: set state: silent, state RESET(1020)-&gt;ON(1023), reason NO_ERROR(0), errnum 45
Dec 10 04:24:38  com.apple.InternetSharing[3406]: prefs_changed
Dec 10 04:24:38  com.apple.InternetSharing[3406]: published changes: success
You need to select which networking the connection is to e share on. This is selecting at least one from the list in the bottom right hand of the preference pane.

e.g. to share your ethernet connection over wifi and firewore