Wow, sorry but I'm going to correct people here. And the only assumption I'm going to make is that the OP is using a Windows OS (XP or Vista).
So, just set things straight in my mind. Here's how I see you access the net.
??Does your laptop have an Ethernet port? If so, then you have TWO methods for getting the Wii Online.
1. By the Wii LAN adaptor. Within Windows run ICS (Internet Connection Sharing). This will make your laptop route traffic from it's "network" (either ethernet or WiFi) through your USB Cell interface. Let it configure everything, making sure to select your ethernet jack. Write down the settings for IP Address, Subnet Mask, Gateway, DNS. Normally, ICS is used for other PCs and it'll want to create a floppy which will automatically configure clients. You won't be able to use the floppy but ICS will do it for you.
2. Set your laptop's WiFi interface for "Ad-Hoc" mode and again run ICS. Pretty much do the same as #1.
Just so you know, ICS will configure your laptop's Network interface to provide DHCP which your Wii will use to automatically configure it's network settings.
If you go wired, you might have to buy a "cross-over" cable since I don't know if your laptop's ethernet port is auto-detect. Cross-over cables look exactly like a normal network cable, but internally they are different. Should cost about the same too.
Honestly, I would forego buying any adaptor if your laptop has WiFi. Use that and ICS.
Heck, it might be that the way the Wii WiFi adaptor works is by using ICS too, but I don't know since I have a router I use.