In order for you to use your wireless, you need a wireless router and setup security for it (MAC filtering, WEP/WPA encryption codes, etc). If you do not, you are essentially putting your own internet connection and your laptop at risk from any snoopers in your neighborhood.
Do not even consider a USB connection. It is slow, and unreliable.
Your wireless AP/router will provide a hardware firewall. Depending on what services you use on your computer, you have to set up the firewall on your router (Messenging, printing, remote connect, etc etc).
DO NOT go cheap on routers. Go with a reliable product. Linksys is a good brand to start with.
My recommendation
Make sure to get a 802.11G (not B) wireless router with WPA protection from Linksys. They have a number or products that provide these options.
look here to familiarized yourself with the terminology:
http://en.wikipedia.org/wiki/Wireless_LAN
There are links on that page that are useful in helping you with your home network.
This is all a lot easier than it sounds. But NEVER buy a wireless router if you are not going to activate WEP/WPA security and/or tweak the firewall. Never buy any other brand other than Dlink, Linksys, Netgear, or Orinoco.