It would probably be easier to by a PCMCIA card with 802.11g. Some of the laptops have what's called mini PCI wireless cards in them and sometimes they're part of the motherboard (I think). If it's the latter then you can't upgrade it.

If you're not worried about voiding your warranty you could poke around in the back of your laptop and undo a few of the service flaps and see if you can find the wireless card. If you're not used to poking around in computers then I suggest you take it to someone who knows what they're doing.