Navigate the the location below in your registry and make the corresponding change.

Create or edit the existing DWORD value (string for Windows 98) named "DeadGWDetect" and set it to "0" to disable dead gateway detection or "1" to enable it. 

Restart Windows.

Key:[HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\VxD\MSTCP]
Value Name: DeadGWDetect
Data Type: REG_DWORD
Data:(0 = disabled, 1 = enabled)