If you have a cable modem.
You can connect your PC to that via the ethernet cable that will be supplied - which you must do to begin with anyway, so you can set up the router. The laptop's wireless adapter will pick up the router as soon as it starts transmitting. Then you'll have internet access on both machines. You can run the networking wizard to enable file and printer sharing via the router, but do NOT share the root of your C: drive on any machine that's connected to the internet. Just enable sharing on the data files and/or folders you want to use.