It all depends on some very important factors. This is probably the most important:
Do you have broadband internet?
If you do, you should have a wireless router in your home. All you need to do is link your DS to that router. Consult the Wi-Fi manual in every and any Wi-Fi game for more information If the answer to this question is no, then ask yourself this:
Do I have Windows XP on my computer?
If so, then you'll need to buy a WFC USB Connector. I see em all the time at my local Target, but that fact may vary depending on where you live. If you answered no to both questions, then you'll have to find a Wi-Fi hotspot near you. This link'll help:
Link to finding a local hotspot
Hope that helped!