I'd guess if you are using a BT Wireless Voyager ADSL modem then you are in the UK.
The best way to go wireless is with the Linksys WAG54G Wireless-G ADSL Gateway which combines a router and modem in a single unit (at around the same price as a normal router). This works great with ADSL and BT internet (and other ADSL providers). BT even recommend this model.
All you then need is a wireless card in any computers you want to connect via the router and out to the internet.
Linksys do a Wireless-G PCMIA Speedbooster card for laptops, and then both router and laptop will support Linksys enhanced wireless G speeds (they can have Linksys's own SpeedBooster technology built in if you buy the correct PCMIA card model). Speed booster does make file transfers between networked computers faster but if you have other computers with other non-speedbooster cards in they all default to the slowest speed. Also don't be tempted by cheap slower wireless B cards as a single B card in the system will reduce the speed of the the whole system to wireless B speeds (about 20% of Wireless G speeds).
The WAG54G is a neat little box that is plugged into the mains and your telephone socket and then talks to your devices. It also has support for wired network access too (4 devices) so it is expandable in a number of ways in the future and supports both WEP and WPA security to stop neighbours hacking in to your network or sharing you internet connection without permission.
When I purchased one I did find that I needed a wired network card too to setup the router first time (you can buy any cheap wireless card to do this for a desktop computer, probably about £5, or a PCMIA card for your laptop - but yours may already have an Ethernet connection built into your laptop which you could use. You will need an ethernet cable to connect it though (unless one came with the computer) but if I remember correctly the WAG54G comes with an ethernet cable in the box.
If you decide to go down this route and need some help setting it up drop me a personal message or post in this thread and I'll expain the setup options. Having said that the router was simple to install, and much better than the old connection sharing method.