Try IPconfig/all in from a dos prompt to check the desktop / laptop IP config.
AFAIK there is no need to disable DHCP with WL-138g
I also have a WL-138g and I was able to get a good connection, this took some effort however.
-First try different channels (6 - 11) to find out which one gives the best signal
-Then try pointing your Wl-138g and router antennas in different directions (for me pointing them straight to each other worked out the best)
-Try different output power levels on your router
Good luck