about why you want to physically connect your main PC to a wireless router. The router will distribute the connection to all your computers wirelessy, without any particular one of them needing to be turned on. Why don't you get a USB network adapter for that machine (cost around £28 for a Belkin model from dabs.com)and forget about cable links?
Windows XP should automatically pick up the router signal, provided you have set the router up to connect to your ISP in advance. To do this you normally connect the router to a computer via the USB cable that is provided. Run the software CD that comes the router, and when all is complete disconnect the USB cable. The router will now connect to your ISP automatically whenever it's booted, and any computer within range that has a wireless adapter will be able to share the connection.