and not having ME in front of me, I would say the option is on the Properties page of your Local Area Connections of your NIC.
I installed a Network card on a PC with windows ME. Earlier the same card was installed on a windows 2000 pc. Now, when i have connected the PC to the network, i was able to see the LAN status icon in windows 2000. There was a option to activate it in windows 2000 too through network properties. I not able to see this status icon in windows ME even am using the same NIC card. I was not able to find any option too like windows 2k to turn it on. Please help me as how to display this network status icon on windows ME