The Internet Gateway is the device (broadband router or computer
acting as ICS host) that gives network access to your computer.  It
will show packets sent and received under "Internet Gateway" when any
computer on the network is using the Internet.  It will show packets
sent and received under "My Computer" when it communicates with your
computer, either for Internet access or to update the packet counts.

Since the Internet Gateway icon appeared, there had to have been an
active network connection on your computer.  One possibility is that
your computer had connected to a neighbor's wireless network and was
showing statistics for your neighbor's wireless router.