Wi-fi Setup For Macbook


I have purchased Macbook Pro :) yesterday.Now I want to setup a wifi connection for it and also my PSP.I have Airtel connection.I want my wifi setup to allow me browsing through my psp when my comp is not running.BAsically net should be on all the time so I can just switch on my wifi enabled stuff n start browsing with out any complications.And it should have a range of 40 ft with 1 or 2 walls in between.For this I need u guys help :D Can somone tell me few things1) Should I buy a adsl2+ wireless Router with firewall or only acess point which will be better for me?2) Will Apple Airport Express base will work for me ?And any other recommendations of setting it up will be greatly appericiated :rolleyes: