Make and model of Router, please.
Make and model of laptop.
You DO have the correct network driver set up in the PC, don't you? On desktop, go to My Computer, right click and select
Look at Network Adapters. There should NOT be a yellow triangle against that entry.
If there is, you need to find and install the Ethernet driver. Check out the PC manufacturers website.
I'm a bit surprised the router won't let you set up passwords etc., on the wireless connection. Check in the manual. Thoroughly.
Set up WPA security and DON'T use a password which is a dictionary word. Use a mix of letters and numbers.
Once that's set up in the router you'll just need to set up in the PC to allow you to reconnect.
A quick Google search gives the following:
http://www.microsoft.com/windowsxp/using/networking/expert/bowman_03july28.mspx
http://compnetworking.about.com/cs/winxpnetworking/ht/wpainwindowsxp.htm
http://www.wi-fiplanet.com/tutorials/article.php/3552826/WPA-PSK-Step-by-Step.htm
http://www.askmehelpdesk.com/wireless-technology/how-set-up-wpa-encryption-69411.html
Googler, June 2010