First, get broadband internet subscription ie, DSL, Cable. Second, purchase a wireless router and wireless adapter if your PC doesn't already have them available. That's about it.
When you have broadband internet, you get a modem. The telephone line or cable goes to the back of this modem. From that, you connect an ethernet cable to the WAN port from the back of the modem and goes into the back of your wireless router.
As for the wireless adapters, they plug into your PC by means of PCI slots, integrated, or USB. Once those are hoooked up, you got instant internet.
TRD's got it. the hardest part is making it secure. i gave up on WEP and WAP, i just couldn't get it to work. However, if you don't plan on having friends over with laptops offen, set up a MAC adress filter so only your computers can access the network. that way, no one who is war-driving can access your net, or change anything. They'll just be stuck in the "connecting" phase.
just as a side story, the day after i did this to my network, my neibor came to me saying i need to fix my router, cuz he couldn't connect to my "unsecure" network any more.