Yep, that would be basically all that you would need, and maybe an ethernet cable if you are currently using the usb cable to plug your modem into the desktop. Take a look here and see which router works best. I'd recommend the Linksys WRT54G, I havn't had one single problem with mine, works a treat. Depending on cost aswell, but Linksys are usually the best value for money.
EDIT: The Linksys WRT54G has 4 wired ports at the back where you can have wired connections if you want as well as wireless, I would think this is a standard feature on most wireless routers though.