I take it that you have the NB configured to connect to the Internet so all you need do is run the Network setup Wizard and tell the desktop unit that it connects to the Internet through a Residential Gateway or another computer on the LAN and make sure that you use the same Workgroup and that should be all that is required.
If the router is allowing the 2 units to talk now that will work but the router will be a waste of time and money as it will not be doing anything as the part that protects the LAN will not be connected to anything.
So you'll have to remember to lock down your LAN as the possibility of someone breaking in and stealing your Data or Identy is far too great not to do something about.
Col