There are 2 parts to any wireless network. There is the sender and
the receiver (seems simple enough, right?). A simple usb antenna like
you mentioned will connect you to a wireless network, but it sounds
like at the moment you don't have a wireless network to connect to.
If proceeding with this plan, you'll have to buy a router (~40$us
methinks) to broadcast the signal. The router'll go inbetween the
modem and the computer you're on now. That computer will then plug
into the back of the router, and the router will broadcast a wireless
network for you to connect to on your laptop. Setting it up is
relatively easy if you have some computer experience, but getting it
secured / troubleshooting when things don't work as planned can be
quite a pain.