Have you enabled your laptops USB sticks DHCP to automatically get an address from the router?
Have you selected 'Infra-structure' mode rather than 'ad-hoc' mode?
Have you enabled WEP or WPA encryption?
Are you using the XP WiFi Manager? You can't use a mixture of the DLink WiFi Utility and the XP one. Use the XP one and delete the Dlink Utility.