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You just need a wireless router or a broadband connection with a wifi adapter (like WiFi Max, for example) and just connect to the WiFi club located below Pokemon centers or go to the Global Trading Station (after you've beaten Elite4).
You will need to get and register Friend codes to play with others tho.
You'll need either this small adaptor or wireless internet [You can go on Wi-fi at ANY McDonald]. The adaptor can be found at any game stores and they're about 30-40 dollars.
Once you get those, you install the disk and try to find a connetion on your DS/Pokemon game.
To get Pal Pak you have to be on Wi-Fi [Pokemon Center, downstairs.]