It depends upon what equipment you have to access AOL and do you want to use that or start again? Ideally you should buy something like click here which includes a modem, a router and WiFi. I'm assuming your laptop is wireless equiped.
You should initially connect the adsl modem router to the laptop by LAN cable to set the system up. After the router is operational and wireless is enabled you can disconnect the cable and connect in future from the laptop with its WiFi card.