Just make sure that the wireless router you buy also has a built in ADSL modem.
I use a Netgear DG834G wireless ADSL router and have in the past had it set up in exactly the same way as you would like.
Just make sure that the router is set to hand out IP addresses (using DHCP), make sure that NAT (Network address translation) is enabled and specify your ADSL username and password and you're good to go.