We've got wireless in our home Norm.
I have the Desktop wired straight to the Modem (have Wireless 4-Port ADSL Modem), and the Notebook on wireless.
You don't need a Network, but a Workgroup will do (Control Panel, System, Computer Name, Change).
Call them both the same, and set up shares on your directories.
For security with your wireless, I use:
MAC Addressing - Basically, every device has a MAC Address. You use the one from your Wireless Adapter on your Notebook, and tell your Wireless Modem/Router that THAT MAC Address can talk to it. That's the best step.
Then I use a passkey, which lets your Notebook pass it to the Wireless Modem/Router and be confirmed, then access granted.
I've not found a way around this yet (hack) but I'm sure it's possible, everything is these days. But it'll get you started.
We buy our Modems (Wireless 4 Port) from our ISP, which are about $187.
I chose a 4 port as it allows me to connect the Xbox and the 360 with the Desktop.
EDIT:
No matter your connection (from the Wireless Modem/Router), say it's a 300MB connection, your Notebook will only achieve maximum of 54K as that's the maximum of the Wireless Adapter in them. Unless you get specific brand-matching USB keys.
Wired will always be faster, so for online gaming, stick to the wired.