Does your router have wired ports or is it just wireless ?? Your laptop probably has a wireless built in. How does your desktop connect ??
If you're using the same credentials on both computers, connecting should not be an issue. Run ipconfig on both computers to see what IPs they have, then connect by IP.
If, on the other hand, only one is connected to the network and you MUST use a crossover cable, it's a little more involved.
Let us know how you connect and we'll go from there.