WRT54G Setup

I am new to WiFi Networks. I am trying to connect 1 laptop and 1 desktop for the moment. I have bought a WPC54G for the desktop (Sony PCV-W20, effectively a laptop) and a WRT54G Router. My laptop has a 802.11b MiniPCI. My Desktop is connected to the internet via its internal dial-up modem. Can I use just the access point of the WRT54G and if so how do I set this up? When I run setup on the WRT54G disk in my desktop it states that it cannot connect to the internet, even though I am already connected. Is it possible to setup the WRT54G from a downloadable file instead of internet based?