Now's a good time of the year to pick one up...I just set up a wireless network for someone last week actually. Picked up a Linksys standard 802.11g router from Walmart for $50. Just hook your modem up to the WAN port on the router, cycle power to the modem, then hook the computer directly to the router.
Go to your web browser and type 192.168.1.1. There is no username, and the password is admin. Head to the Wireless tab, then click Wireless Security.
The easiest and most practical security for your situation is probably WEP..you pick a HEX value 10 digits long (something like AABBCCDDEE...can use any numbers 0-9 and letters a-f). Save that, then you can hop on your laptop and view available wireless networks. Throw in the password you set, and you're good to go.
This was all off the top of my head, but that's the gist of it.