buy a cheap wireless-n router... (40-50 bucks)
plug it in for power... then plug it in directly into your laptop... NOT from the internet/wan port but from a numbered port. so for example, port #1 on the router into your ethernet port on your laptop. (routers will supply you with an extra ethernet cable)
now... on your laptop you should see that your connected to a network which you'll be able to see on your system tray (bottom right of your screen). the symbol with two monitors should be litten up blue rather than having an X over them.
at this point you will be connected solely into your router and not actually the internet because there is no internet line into the router YET. we are just connecting to the router so you can setup the wireless network on the router.
from here, you have to go to your router setup page... all u do is open a browser (internet explorer/firefox) and go to the address: http://192.168.0.1
that address is defaulted for d-link routers, not sure if its the same for all other routers, but you can always check your documentation.
now the next few steps u might have to figure out on your own.. because the router setup page i dont remember off the top of my head, but they are generally user friendly with both manual configurations and wizard setups.
the main thing you want to do is make sure you create your wireless network. give it a name and you should put a password on it it to... try to use wpa2 encryption. this is usually minimum 8 characters (letters or numbers)
you can check to see that your wireless network is up and running usually by checking the wireless signal light on your router or the status page on your router setup site. furthermore, if you have your wireless enabled on your router and you click view wireless networks, you should also see your wireless network name in the view wireless networks window.
after you set the wireless network up and have it up and running. you can unplug the router from your laptop, and unplug the router's power from the wall.
now go plug your router into the wall beside your modem and connect the internet/ethernet cable from your modem into the internet/wan port on your router.
at this point, wait a minute or so, then on your laptop you should be able to see your wireless network, and connect to it with the password that you setup (if you did set one up). now you will not only be connected to the router, but you will also be connected to the internet because the modem is plugged into the router and feeding it an internet connection.
i know i typed alot, but it generally is an easy procedure. it is MUCH quicker than using those dumb setup/wizard cd's that the router companies supply you with.
and also, i typed it out like this because you said you have a cable modem. if you had DSL by chance, you may have an extra step involved in which you would have to input your ISP username/password (PPPoe) into your router settings.
hope this helps