the first way, which I use, is to have a Wireless Router. this basically is used to connect many computers (or ds's) to the internet. first you must go to the nintendo official help page to see if your router is compatible, I'll list it at bottom of post.
the second way, which I have not done, but i'm sure it's easier, is to go onto nintendo.com and order a wi-fi USB connector. thats as far as I can take you on that.
But with the router it is just as easy and fun. I play metroid all the time on it just as easy to set up. All youhave to do is go right beside the router for an access point.