This solution is difficult, as it involves installing the card into a port on your motherboard (typically PCI). If you'd like to proceed with this option, you must first open up your computer case and find the corresponding port on your PC's motherboard.
A WiFi card may offer a maximum throughput of 300 mbps (802.11n) with a longer range than the USB key, so it's more comfortable. However, this is only useful if your box has 802.11n (300 mbps).
An easier solution would be to use a WiFi adapter.