What is a default gateway internet connection

On my XP machine, if I open network connections, I have one icon called Local area connection under the heading Lan or high speed internet. I understand this, I am attached to a router via my network card.

On some machines with the same physical setup, on the network connections window there is an additional icon called Internet connection under the heading Default gateway. My question is, what is this second connection?

Thanks for any help you can give me.

 

The "Internet Gateway" will be the router. This will be picked up on some setups if the windows "SSDP discovery service" is active, and the router is UPnP.
If both as above, a connection is made between the PC (svchost) and the Router. This checks on function, and is capable (when software that uses UPnP is active (such as some P2P/torrent clients / server software)), to automatically open ports within the router for "port forwarding"


Edit: I have just enabled the SSDP on my setup:-

 

Stem, thank you very much.