My knowledge of routers is stuck right in Leymans world, so hopefully this is understandable, and hopefully I actually know what I'm talking about.
Presumably your old dell is connected to the net through an external cable modem. That should have the cable in, then ethernet/usb or whatever to your computer.
If you bought a router, it would replace the modem, and you would then plug both computers into it using network(ethernet) cables. It is then possible to setup a network (windows has tutorials) and then exchange files. This option requires only the purchasing of a cable router, and possibly another ethernet cable to connect the laptop (if the laptop has a wi-fi card it could connect to the router wirelessly, but the results are the same).
If on the other hand you simply want to transfer data between the 2 computers you can do so using a usb cable or an ethernet cable, but (correct me if I'm wrong) it seems windows isn't particularly friendly in this respect, and it requires a bit of fiddling to get it to work. Chances are you can't be arsed, so I'd recommend the router.
Any router will do, just make sure you get one that's compatible with cable, not a regular phone line.
This router will need an ethernet port the connect to, and as your current modem probably connects via usb, check you have an ethernet port - if not, add on cards are cheap and easy to install.
