Is this a laptop or a PC Desktop?
If a laptop, does it have a wireless card already installed inside?
If it is a Desktop PC, generally there is no internal wireless card, so it will not connect wirelessly to a router. However on my Dell Dimension Desktop running XP I overcame that with a simple USB wireless adapter, eg something like this;
However, there was a Catch 22 with mine. I had to access the router's setup page, (using my browser), to setup wireless, but I couldn't access it with the adapter until it was setup. So, I had to connect to the router by cable whilst the adapter was connected, access the router setup page using my browser, set up the passwords and security for wireless, then shut down, remove the PC to router wired connection, then boot up again before the adapter would connect me. It was all very confusing at the time.
But your router setup manual will show you what to do.