What is the model of the Linksys WiFi Router as that needs setting up and to do that you directly connect to it via CAT 5 cable and enter it's setup procedure by typing in a HTTP Address.
So has the Router been properly configured?
As everything that is concerned here is on the inside of the Internet connection has the Desktop computer been setup correctly and sharing the Internet connection?
There are just so many variables involved here that your question is unanswerable, though I would tend to forget all about Big Pond as provided that, that is working on the desktop it's not their problem and besides getting help out of them is harder than getting the ATO to help you.
The Siemens Modem doesn't even have a manual available for it and the supplied install CD isn't complete so it is about as useful as TI_Ts on a Bull.
I would really suggest hardwiring the Router to the NB and configuring it correctly with the NB being the only computer connected to the Router and when every thing is set correctly allow it to reboot and save the settings and exit the setup program. If you want to be really helpful install the latest Firmware that is available before you start so at least you'll know that you have the best possible security available and even though it will never be updated again you did the right thing to start off with.
Then set it up correctly to the Desktop and connect it to the Desktop through the Up Link connection then hit the Desktop and run the Network Setup Wizard provided that it has XP on it and when asked do you want to keep the same Network Settings say NO then tell the computer that it connects directly to the Internet and other computers connect through it then when prompted enable File & Printer Sharing and when you get to the screen asking for a Workgroup name make sure that you use the same name as used on the NB.
Then allow the system to finish off the process click on Finish when at the finial screen where you are offered several options none of which you need to worry about and allow it to reboot.
When it comes back up you should have a wired connection to the desktop and to the Router. If you can connect the NB to the router with a cable and see if it's actually working if it is then you can set about setting up the WiFi Connection on the NB.
Col