While trying to share my wifi connection, the error "The hosted network couldn't be started. The group or resource is not in the correct state to perform the requested operation." happened and I wanted to share how to solve this issue.
The problem comes from the adapter that can be in "sleep mode".
As explained in the KB (http://support.microsoft.com/kb/2625519), follow this instructions : 
  1. Click on the Start button and select Control Panel.
  2. Select System and Security.
  3. Select Device Manager under System.
  4. Select and expand the Network adapters from the list of devices.
  5. Find the wireless network adapter and right-click on it and select Properties.
    > If you cannot find your adapter in the device manager you might need to restart your computer.
    > The 2 next steps are not really required, what you need to do now is to enable your device
  6. Select the Power Management tab.
  7. Under the Power Management tab, make sure the following option is checked (enabled): “Allow the computer to turn off this device to save power".
You should now be able to restart your hosted network using the classical wlan command.
"PS C:\Windows\system32> netsh wlan start hostednetwork
The hosted network started."
Hope this helps.