I may not fully understand what DirectTV On Demand is, but I assume it's the ability for your DirectTV receiver to "get to the Internet" in order to stream movies and other content from their head end. Yes?
Assuming your current PC clearly must have Internet access capability, can you describe what that is? Do you have DSL from your phone company, or broadband from your cable provider, or some Internet service from DirectTV or related, or what?
Furthermore, what actual equipment do you have that services your PC for its Internet access? You must at least have a modem of some kind, either a DSL modem or a cable modem or similar.
And then, does your PC have one ethernet cable going directly to the ethernet connector port on the modem? This is called a "wired" connection. I'm assuming you don't have a "router" in between your PC and our modem, but please tell me if you do. The normal connection sequence is (1) wall coax -> modem, (2) modem -> ethernet cable -> router WAN port, (3) 1-4 LAN port on router -> ethernet cable -> PC wired ethernet connector.
Perhaps your modem came from your ISP provider and it's actually a combination modem + router, so that it already has 1-4 wired ethernet connectors on it, and may also have wireless capability? Yes, or no?
Can you please provide the brand/model of each piece of equipment you use to get to the Internet from your PC, and what your ISP provider is?
Anyway, putting a "wireless USB network adapter" into your PC isn't what you want at all. This is designed to support your PC connecting "wirelessly" to a "router" (which is assumed to also have wireless capability in addition to its 1-4 wired connectivity). The wireless connection to the router simply substitutes for the 1-4 wired ethernet connection options. Also, the router has only 1-4 wired connections available whereas it has over 200 wireless connections possible (i.e. every connection, wired or wireless, is assigned a unique IP address from the up to 253 max typically available from one router).
What you're trying to accomplish with your DirectTV receiver is unrelated... you want THAT BOX to also be able to get to the Internet (through the "shared Internet access of your modem, by a router"), same as your PC already gets to the Internet.
So, in my opinion, if you already have a modem of some sort for your current PC connection, you only need to invest about $40 for a decent wired/wireless router (e.g.
Netgear WNDR2000 router), in order to provide the needed wireless access to the Internet that your DirectTV receiver requires. I would guess your DirectTV receiver also supports a wired ethernet connector on it, providing wired access to the Internet as well, if it was relatively nearby to your newly added router and could use a real ethernet cable to connect to one of the remaining available 1-4 LAN ports on your router. So your DirectTV receiver can get to the Internet either via wired or wireless, but it will need to be sharing your existing ISP provider modem access to the Internet that is currently used by your PC, and that's what a router is for.
In other words, with the addition of your new Netgear router, the router connects to the modem. Then your PC connects to the router with an ethernet cable (i.e. instead of the ethernet cable going from PC to modem as currently done, you instead connect that same ethernet cable to one of the 1-4 LAN ports on the router). And if the DirectTV receiver is nearby, connect its own ethernet port to one of the remaining 1-4 LAN ports on the router with another ethernet cable. If the DirectTV receiver is too far away (say in another room), you can now configure it for WIRELESS connection to the Netgear router. Wired is preferred, for speed and reliability. Wireless is acceptable if necessary, as long as the wireless connection speed (which will definitely vary with distance from the router) is acceptable.
If the DirectTV receiver is TOO FAR AWAY from the router (say at the far end of the house) for decent wireless connectivity to the router, there are additional (relatively inexpensive) solutions that can provide either (1) pseudo-wired connectivity to the router using the electrical power lines in the house, through its wall electrical sockets, or (2) wireless range-extenders, to "amplify/relay" wireless from the router to other distant locations, or (3) a combination of "ethernet over powerline" adapters to deliver pseudo-wired connectivity to an AC power wall socket far away, and also a "wireless access point" to deliver both wired and a second wireless network at this remote distance location.
But you don't need to get complicated if it's not necessary. If the DirectTV receiver is near the modem you must already have, you just need the $40 Netgear router and an ethernet cable going from the router to the DirectTV receiver, and you're done. Or, you can connect the DirectTV receiver wirelessly to the router, if it's relatively nearby in another room where wireless connection to the new Netgear router is acceptable.