There's two main ways to be wireless:
1. Connect to a wireless print server. Don't do this for Epson printers if you want full functionality. The wireless print servers for the most part don't support the bi-directional communication protocols needed. If you just want to send jobs and don't care about seeing ink levels, paper messages and so forth, though, it will work.
2. Connect an already network capable printer (such as the 3800) to a wireless access point (the Airport Express given as an example for instance). Then, it just works like a normal network connection except that the access point is effectively running in bridge mode.
In relation to Tad's question, your PC will act as a wireless access point in effect if you want.
In Windows, go to your printer folder and right click on the 3800 and click on Sharing. Then share the printer. Then read this document from Apple on how to set things up from their side: http://docs.info.apple.com/article.html?artnum=301397
(it's actually an article about people having problems, but it does go through the manual method but there are some additional links as well).
Having done this, you leave your Windows machine on and connected to the printer and you should be fine to print from the Macbook Pro.