I'm not sure about setting

I'm not sure about setting up Linksys WRT54G2 Broadband Router in conjuction with desktop Sony Windows XP. I have a HP Pavillion dv6700 notebookWindows Vista) to configure the router so I can use it wireless within my home. I have tried by can not get it connected. The problem comes in when they say connect the blue ethernet cord to the pc(should this be going to the desktop or the notebook. There is only a data cable(green) and ethernet cable(yellow) that came with the router. There is no blue ethernet cable to connect the pc to the router as instructed. I would also like to know what would be needed to use mu notebook anywhere.