When changing over to wireless the ADSL modem should remain connected to the PC by the ethernet cable. Once this is done and working make a usual connection using the crossover cable and set up the other PC.
Once this works,install and set up the wireless adapter, it will light up when working.
On the wireless router there should be information on the manual to either press a button on it or using the software which came with it. Once activated it may take up to 10 minutes to identify the other wireless adapter. This themn can be set as the default connection and should allow acces to printer/shared files and internet...
Post back if problems still exist..