Ammendment to my previous comment:
A "wireless router" has a wireless access point connected to the LAN ports, a router between the LAN ports and the WAN port, and will hand out IP addresses if setup to do so.
Look at the "wireless router" as simply a "Wireless Access Point" that connects just the LAN ports to the Wireless port. With DHCP OFF, it will act like a switch and not like a router at all.
You could setup a system with a 5-port switch, and hook up a Wireless Access Point to one of the ports on the switch. Users would then find the WiFi access point, and it connects them to the switch which then goes into a wired network, where there would be a gateway somewhere providing IP addresses.
This is how you should view your "Wireless Router" -- forget the "router" part, and drop the "DHCP" capabilities, and treat it as simply a switch with a WiFi access point. If you think of it that way, the problem gets a lot simpler. Now your laptop WiFi access will behave just like it would if it was wired to the same switch as your desktop system. Now your desktop system, running connection sharing, will become the "router"
Now you're ready to configure your main computer to share it's connection.
For that, read more here:
http://support.microsoft.com/kb/306126It provides a step by step approach to sharing your "dialup" type connection.
Jeff