ussually shouldnt, is it a 54mbps+ router? or 11mbps? and is your wireless card/adapter 54mbps+ ? or 11mbps? usually it shouldnt lag though
the only way you may be gettin lag from your router is if your signal strength is pitiful. then you may be droppin a bunch of packets. either get a more powerful wireless router (larger mW rating) plug in literally get an old coffee tin and run a cable to the antenna port to make a wave guide. you would be amazed at how well of a signal you can get if you just direct it. but the trade off is you dont get any signal other than where you are pointing.