I have just finished setting up a wireless network and the result is great.
My laptop came already wireless enabled, ie it had the wireless adaptor fitted internally. I wanted the ability to use my laptop anywhere in the house for internet use, access my PC for file sharing and use my printer remotely (still have to put the paper in manually and retrieve the printed paper!)
I bought a Belkin wireless router-modem (£70 from Simply Computers -
www.simply.co.uk) but you also see packages which include a "free" wireless adaptor card for a laptop. The Ozenda 11g also comes highly recommended (
www.ozenda.com).
Make sure you get one which meets the "802.11g" standard which is much faster than the older 802.11b standard. Most router modems have hardware firewall fitted which, I am told, is better than a software firewall on you computer. I nearly bought a wireless router which did not have the modem bit in it so take care.
Setting up the modem part was quite straightforward. It is linked to my PC with an ordinary network cable. The wireless bit was also quite straightforward. I agree with miss_heard that you might have to connect with a cable first to set it up. Unless you also have a PC which is going to stay cable-connected to your modem, get your laptop wireless side set up and running first and then power up the modem-router. Then get your laptop to search for any available wireless networks. With a bit of luck, it may pick up your router straight away. On my system, I access the router configuration pages by browsing to http://192.168.2.1 on internet explorer. Each computer on your network is allocated an ip address and http://192.168.2.1 is the ip address of my router.
Good luck
I had a fair bit of difficulty getting my laptop and PC to "see" each other on the network so that I could share files and the printer. You have to remember to switch off any firewalls on the computers.
I found an article on home wireless networking in a recent issue of Computer Active magazine (issue 171) extremely useful.
Good luck