OK keep the laughter to a minimum.
I know nothing of this procedure at all.
I am presently on a DSL modem straight from my computer.
I run a dual boot system, PCLinuxOS and xp. Have two hard drives.
Can I put a wireless router between my computer and DSL modem and
have it work with whatever OS I use?
Yes, and if you connect to the router with a cable, nothing changes - everything works just as it did with the direct connection. If you want wireless, then you'll have to set up a wireless connection in each OS. Just as Old-Polack explained for PCLOS, but for Windows, you'll have to figure it out on your own - unless someone with some recent Windows experience comes along. I haven't a clue, but some kind of instructions will probably come with the router.