You shouldnt be using your desktop directly with your modem. It leaves you wide open to inbound connections. = hackers and other malicious attacks.
The wireless is pretty simple. Plug your modem into the router, and thats really all you need to get wireless on your laptop. Hook your desktop into the router and its done period.
i would suggest setting up some sort of password for your wireless connection though. This can be done by typing the IP address of the router in your web browser, log in using the credentials given with your router(generally username:admin, password: blank)