if u want a wireless network then yes its much harder to setup and im not sure how the interface is used for the 360 gamestation thing.
it will be just as easy to get a normal cable router and connect it up to that. all my experence is with the old xbox, can afford the new one and it all depends if its chipable as my old one is..

think a wireless router n pci card will set u back £100 or so
dunno about the wireless gamestation

but wireless can be a pain to set up especially on the security side of things