First, if your already hooked a wireless ROUTER than you should be safe from Internet snooping. It is possible still, but not likely. If they come in via the internet, you’ve got bigger problems to fix. The real problem is if your wireless network is unsecured, than anyone driving down your street could hook to your network and see your shares.
Second, the sharing passwords are fairly easy to setup. Basically, the reason you only have the desktop user names available is because your desktop only knows about itself. If you use the same user name and password on your desktop and laptop then you will be all set, just set the share up to use that login name/password combination and it will authenticate whether you are using the laptop or desktop. If, the user name and password are different then the only way that I know to do it is to setup a new user, on your desktop, with the same user name and password as the laptop. Then add that user to the share.
Good luck, let us know if this helped.