Morning,
Just had a quick look at the mode of desktop you provided, it doesn't appear to have a wireless capability as standard (http://reviews.cnet.com/desktops/dell-optiplex-780-core/4507-3118_7-33987461.html) so unless you're using an adapter a cable should work fine.
How far away is the router from the Dell?
A standard cat5/RJ45 Ethernet cable will work just fine, connect to the rear of the Dell and to the rear of the router.
Hope this helps
RG