1) Click on advanced, and find a checkbox that says "Let windows controll your wireless networking" and make sure it is checked. it looks to me that dell's fancy wireless app is trying to control things... it's just a middle man, you don't need it. Windows will allow you to connect directly into any wireless network it knows about already
2) the wireless gateway you specified has an RJ45 socket. You will have to buy either an ethernet adapter (network card) and plug in via cable from desktop to Belkin... or buy a USB wireless adapter (much easier) and put both machines on the network.
Once you do that, check if you have static or dynamic addressing on the network. (my hunch is - you're using DHCP) If so here's a quick and easy solution that sort of doubles as security alarm - limit the DHCP scope to 4 IP addresses (eg. 192.168.1.1 -> 192.168.1.4)
out of these two only 1.2 and 1.3 will be used. Nobody else will even get a place on your network should the crack the WEP. If they are successful at both, you'll know instantly cos your access from desktop or laptop will be cut off.
anyways, once you manage connectivity between laptop and desktop, the next step is access. I always recomend using a personal firewall, but it puts a bit of a strain on the peer-to-peer possibilities. I just temporarily bring down the firewall on one of them and do my copying from the other (network downtime if you will

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hope this made sense