Shouldn't matter where you get it. My DSL modem has built-in wireless (not sure if that's common)--but...you should just need the modem, which plugs into the router, and then either two ethernet ports (for each comp), or wireless...
highly recommend ethernet, unless its a laptop and you want to walk around
Both computers will be on the network--you can use windows network wizard, or just plug the cable in (works usually

lol), or wireless..go through the config on the provided software (much more of a pain!)
Highspeed is nice...for multi-computers...I did that with dial-up before, not a pretty sight!