Share internet connection over Wi-Fi
This all happens inside the "Sharing" pane of "System Preferences":


Select "Internet Sharing" from the list
Select "Ethernet" from the popup menu
Click the checkbox next to "Wi-Fi"
If you wish to secure the wireless network a password, click the "Wi-Fi Options..." button
When you've got it all set up how you like, click the checkbox next to "Internet Sharing"
There is no step 6