If you want to do this you need to give more information. If your modem is a USB modem that was plugged into the computer then FIHART's solution is really the only way to go.
If your modem had a LAN port then you can get a wireless router and plug on in to 'ther. It is a cheaper solution with Zxy??? or Sitecom both making wireless routers.
The other factor is modem and system speed. It is likely that your modem is 802.11b/g and you have a choice of 802.11b/g/n routers. Coupling the two together would throttle the router. If you bought a b/g then you are buying old technology. If you go for the faster router (and modem) then adding a dongle to your computer will give you the higher speed all round.