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When you say the laptops connect to the internet when wired, is that direct (one connected only at a time) to the modem, or is that wired via the router, so it's just the wireless that is the problem? Make sure you are powering the modem off and on whenever you swap what is directly connected to it.
Have the laptops been preused on any other internet? If so make sure that the network card is set to get an auto IP and autodetect the DNS. Similarly make sure the connection settings in Internet Explorer options are also set to auto.
You'll probably need to enable the wireless on the laptop, and configure the wireless on the router too. Put one laptop into wireless mode, (unplug the ethernet, reboot it), with the other wired, and browse the router's admin pages to configure it, checking that the wireless lappy can then connect.
Lastly check what firewalls and stuff are doing and that your lappys have current drivers.