Have you enabled Internet Connection Sharing on your desktop computer?
If you ran the network set-up wizard and selected the right option it may well have done this for you for some more information goto Windows help and support centre (from start menu) and type ICS.
How do you have the equipment you listed connected at the moment?
The Centrino laptop will connect wirelessly to the access point which will need to be connected to the desktop.
It sounds like you may have more kit than you need -- making things more confusing.