Yes, to use ADSL the most 'elegant' solution is a wireless router with built in ADSL modem.
Like Richard, I've gone for D-Link, and essentially the same bit of kit but with the modem as an extra.......
D-Link 54Mbps Wireless Router/ADSL Modem (DSL-G604T)
Tip: The web-based setup pages on the router work best with Internet Explorer, if you use Safari/Mac you'll run into problems.