Google has disabled wireless ad-hoc networking in Android from day one. Underlying Android libraries and wifi stack support adhoc networking and so far Google has provided no explanation why it still, even after four years, leaves adhoc disabled.
There has been huge outcry from Android users over this issue, but there is still no answer from Google Android developers.
There are few suggestons on xda-developers forum, and also on Stackoverflow, but most solution so far consisted of using new rom that had ad-hoc support enabled or manually messing about system config files.
But wait, there is an app for that!
There is an app called WiFi Ad Hoc enabler that should work on most Android devices.
If this app works for you, please give it a good review or notify developer of any issues you encounter, but consider that not all Android devices are supported yet.
I would be very grateful if you would vote up my answer on Stackexchange.