JH,
The SG300 ICMP settings are on the ICMP Filtering Page which can be found under the Denial of Service Prevention settings. This can be accessed by following these steps:
Step 1: Click Security>Denial of Service Prevention>ICMP Filtering. The ICMP Filtering Page displays.
This page displays the rules by which the ICMP packets are blocked on each interface.
Step 2: Click Add. The Add ICMP Filtering Page displays.
Step 3: Enter the parameters. (Make your changes here)
Step 4: Click Apply. The ICMP filtering is defined, and the switch is updated.
More detailed information can be found here:
http://www.voipsupply.com/downloads/dl/file/id/149/cisco_300_series_switches_admin_guide.pdf
The ICMP information is on page 230.
-Matt