If I'm understanding this right, I can at least clarify one bit; if your desktop computer is connected by cable to the wireless router, the data flowing between them doesn't go out over the radio. So there is no major security issue there.

If the only thing any user cares about is getting to the internet, it doesn't matter what order you stack things in and what connects where. It gets more interesting if devices of yours need to talk to each other, however, depending on the exact configuration. If the wireless is being run unsecured, you probably don't want anything on the wireless to be able to talk to anything except the internet.