If your modem (be it dsl, cable, whatever) has wireless built, it show up in your list of available wireless networks. If it is not built in, go to best-buy, wal-mart, wherever and by a wireless router. unplug your pc from the modem, and plug the cable into the router. The router will come with another network cable, plug that into one of the 4 ports on the router, and then into your pc. Running the installation cd for your new router will give you a simple walk through for creating, and managing your new wireless network. (you can also do this manually, but I will not get into that for posterity sake).
The only problem you *might* have is a mac address issue with your modem, wherein you will have to clone the mac address of your pc onto the new router, if you have trouble doing this, get back on the boards, send me a private message, or post here, with the model of the router you purchased and I, or someone else here, can walk you through that procedure pretty easily.