It sounds like you don't have an existing WiFi network, and all you want to do is use WiFi to link these two devices for synchronization. Bluetooth is better suited for that purpose, IMHO, but if not available, you can setup what's known as an "Ad-Hoc" WiFi network. This would allow you to link your PDA and laptop without need for a wireless access point. Check the documentation that came with your wireless adapter; they often document how to setup an Ad-Hoc network. And of course Google should turn up lots of hits.
good luck, Jonathan