This is how I would recommend setting the internet sharing up without the need for additional hardware, and assuming you are running Windows 2000 or XP.
- Set up the wireless network in the DI-624, disable its DHCP server and give it an IP of 192.168.0.254.
- Connect the desktop PC to one of the DI-624's LAN ports via Ethernet.
- Enable Internet Connection Sharing on the desktop PC's wireless adapter and specify the Ethernet adapter as the interface to provide internet to. This will assign a static IP of 192.168.0.1 to the Ethernet interface and enable a DHCP server on it to assign an IP to the laptop automatically.
- Join the laptop as a client to the DI-624's wireless network. It should obtain an IP address and settings automatically and be able to access the internet.

If you have a third party firewall on the desktop PC, make sure you configure it to allow any traffic on the 192.168.0.1/24 subnet otherwise it may prevent this from working.