Hi - you will need a wireless router, assuming you connect to your modem using ethernet.
You would plug the modem into the WAN port on the router & connect the cat 5 cable between the PC network port and a LAN port on the router.
I'd advise getting the connection set up with just this, to start off - just follow the installation instructions, it should work ok by choosing the recommended defaults ('DHCP server enable' and 'obtain an IP address automatically' are the main ones).
Before you connect the wireless side have a good read of this article
http://www.cableforum.co.uk/board/article.php?a=12
The rest of the setup I can't help with, unfortunately - but I'm sure someone will pick it up