I use my Nintendo USB wifi adapter/connector
Works like a gem! Wasn't working for a while because my PC previously had a super firewall on it(which blocked it) but the new one I got allows it like it an old one I used to have way back when UMK3 DS first came out
It works great!
Easy, uploads CD Nintendo wifi USB in 5 minutes, plug in the USB connector via the USB port(or any USB port you have on your PC) and turn on your Nintendo DS with a wifi game and bingo! All set, although before you do that you may want to just test out your connection first via wifi connection options. Very easy, this is where you choose a wireless router option or the USB nintendo wifi connector.
Personally, I like the USB. It's easier, cheaper then a 70-100 buck router and simple, don't have to worry about WEP keys or any of that complex nonsense lol.
Only disadvantage you have with it unlike a wireless router is your PC HAS to be turned on when using it/playing online, you can't turn your PC off. If so, it won't work since you're using a USB port.