1. Connect your modem to your broadband connection.
2. Connect the modem to the router.
3. Connect your PC to the router, either via an ethernet cable, or via a wireless adapter, if your PC has one.
4. Connect the laptop to the router wirelessly.
The principal is that your router is connected to the internet via the modem, and then it (router) distributes the internet access to the computers. If you connect your modem directly to your PC it means that your PC must be running before the laptop can access the internet, and that defeats the whole point.