Fuck Zonealarm, that just seems to give more problems than it's worth. Matt wants to keep other people from using his network, he didn't say anything about spyware, so that stuff doesn't really help.
What you need to do is log into your router, there are instructions to do so in the manual that came with it. You need turn on WEP and come up with a password, and fucking WRITE IT DOWN. Have the router come up with one at random, it will be something like 12 digits long. You'll just have to put that key into your laptop when you go to connect to the router again after getting it set up.
As for the other stuff, a wireless mouse should work just fine. I don't know about the empty bay, I've not messed with Dell's at all.