If you look at the image above, you'll see that the yellow signal is travelling from the wireless router to the PC. However, the computer can't do anything with the wireless signal if it hasn't got a device to detect it. The device you need is called a Wireless Adaptor.
For PCs, Wireless Adaptors come in two varieties - ones you plug in to a USB port on your computer, and ones that you fit inside of the computer. Here's a Wireless Adaptors that plugs in to a USB port:
And here's one that fits in to the computer:
If you're nervous about opening up your computer, then go for the USB variety. But notice the antenna on the one that fits in to the computer (called a PCI card). These screw out so that you can fit bigger and more powerful antennas.
If you have a fairly modern laptop, the chances are it will come with a wireless adaptor inside of it. If it's not modern, then you can add a wireless adaptor to it. These are called PCMCIA cards. They look like this:
You probably have a slot for a card like this in your laptop. If you don't, then you can always use one of the USB adaptors.
But to go Wireless for your Internet, you'll need some form of Wireless Adaptor for your PC or laptop.