I needed a cheap and easy way to have a WiFi LAN. I buyed a old tcom speedport w500 DSL modem with wifi router for 2.5 Euro. This instructable is more pictures that text but it shud help you.
WARNING: YOU CANT GIVE YOUR LAPTOP INTERNET. For that you will need aditional software like a proxy server (Wingate, AnalogX Proxy Server, ...)
This works with all DSL modems with a LAN port and WiFi support.
Step 1: Config your LAN settings
In start menu -> settings -> network connections
Step 2: Browser
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Open a browser window, i use Google Chrome but it works with Internet Explorer or Firefox, Opera, Safari, ... .
Type http://192.168.2.1 and hit enter. Follow the steps in the order of the pictures.