The dongle you linked to needs the wireless router for it to work.
While you can use a wireless access dongle plugged into your wired modem and a wireless dongle for your laptop, it costs the same to use a wireless router and is more secure. A router acts like a hardware firewall to your system. The benefit from this is that not only is your laptop protected the desktop is also protected. I just bought a Wireless G netgear router from Circuit city for $40 with rebates because it was on-sale. I also found that Tiger direct sells netgear refurbished
dongles for $20. I bought 2 of them for my network. One thing is that later on i bought 2 more but had to return them because neither one was working. You decide if its worth the price. http://www.tigerdire...e...&CatId=2699
If your computer does not have wireless hardware installed in it it cannot act as a wireless router. It's easier to just run a wireless router.http://www.geeks.com...nvtid=SMCWAPS-G