Firstly you need a router, I personally prefer Linksys, but Netgear are also a good make. There are two types, depending on whether you have Cable broadband or ADSL (through the phone line).
You then need to connect both PC and laptop to the router, connection via cable is easier, but means running two cables,one to each computer, or it can be done wirelessly, which slightly more complicated, but assuming that the laptop is fairly new, it will already have wireless capability.
If you choose to cable both, then the wireless signal from the router can be switched off, preventing people from using your connection, if you use one to connect wirelessly, you will then need to enable security.