Everyone's doing it. Why shouldn't you? If you have a notebook computer, why be chained to your desk to be on the network or on the Internet? But you want to do it safely (and properly).
To connect wirelessly, two devices are required: a Remote Transceiver and a base transceiver, often called an Access Point. One Remote is required for each computer, and one Access Point is required for each approximate 200 feet area. These conform to 802.11 standards (originally 802.11b, now superseded by 802.11g). You must "design" your wireless network:
People get fustrated when they discover that basic Wireless Routers and Access Points (which are far simpler) cost the same! It is tempting to buy the Wireless Router and connect it to an existing wired router, because it is 'more for the money'. This is often a BAD idea for the uninitiated, as there are often MUCH MORE know-how needed to configure TWO routers properly. Next time: Security!