to the phone line, and if you already have one I'm not sure why you bought the second one. I suspect that it's because your wireless router only has an ethernet connection, and your Speedtouch modem has a USB connector.
In that case, you would have been better advised to buy a combined modem/router, but you'll still be OK.
Connect the new modem to the ADSL phone line, and then connect the modem to the router. Now connect the router to your PC's ordinary network card, using the cable that came with the router. Make sure the router is powered up, and follow the setup routine that's in the router's manual.
Once you've completed the setup configuration and saved it to the router's firmware, as explained in the manual, you should see the router make a connection via the modem. The router's lights will go green signifying a successful connection. You should now be able to use the internet on your PC - via the cable connection - and also on your laptop via its inbuilt wireless adapter.
If your computer has a wireless adapter you should now disconnect the cable to the router, otherwise you can leave the cable connected permanently, or alternatively buy an external USB adapter, or an internal PCI card adapter.