You may do the set-up in any order you feel comfortable with.
Configure the Router by following Instructions on how to
set-up as per Router's Manual. Install the Wireless Card into you Desktop and
configure it using disc that accompanied the card. Connect the Wireless Router to the DSL Modem
using the "cross-over" Ethernet Cable.
Assign static IP's to each computer based on the Router's IP set-up.
You may also set-up the Router to automatically assign IP's by its
DHCP. Make sure that your Router's set-up is "secured" and by providing a "network key" for the 3 computers to be able to connect to the Wireless Router.
Your Internet Connection will be shared by the Desktop and the 2
laptops through the Wireless Router. You may set-up your Desktop Computer as a "file server" so that files can be
accessed by the 2 laptops through your Wireless Router that ties up your 3
computers into a WLAN.
Hope this helps.
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"To know what you know and know what you do not know is knowledge" - Confucious