there are a few ways to do it:
the first way, which I use, is to have a Wireless Router. this basically is used to connect many computers (or ds's) to the internet. first you must go to the nintendo official help page to see if your router is compatible, I'll list it at bottom of post.
the second way, which I have not done, but i'm sure it's easier, is to go onto nintendo.com and order a wi-fi USB connector. thats as far as I can take you on that.
router help page:
http://www.nintendowifi.com/consumerservice/routerSetup.do 
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