It depends on whether or not you router has wireless capability and whether or not you computer has an internal wireless card (equipped on most modern laptop systems). If your router does not have wireless capability you need a wireless access point to connect to it; and if your computer does not have an on-board wireless adapter, then you will need one of those as well.
Wireless adapters come in various forms. They can be PCI (plug into your motherboard), or USB (self-explanatory), or they can connect to your computers ethernet port.
Honestly it would probably be more cost effective to just purchase a wireless router if your router isn't already wireless capable. An example is Linksys' WRT54G.