There is obviously confusion here. You can do as Dodger666 for a wireless connection on a laptop with no internal wireless, or for say a wireless N connection (which is faster than wireless G which might be what's inside the laptop itself). OR:
If you're talking about speeding the "system" up, you can insert a USB memory stick (or dongle) into a PC with Vista or Windows 7 on it and take advantage of something called "ReadyBoost" which uses the free memory on the stick as system memory, for caching files and programs. USB memory is slower than RAM but faster for random access than a hard drive, so you will notice a speed improvement in your computer if you have 1GB or RAM or less (generally speaking).