For sharing like that you need to make sure that whichever operating system that you have on the laptop supports Internet Connection Sharing. If it does, then Google how to set that up. You will also need what's called a crossover cable, which looks just like a regular Ethernet cable but it's wired just a tad differently inside. Your local computer supply shop will be able to get you one, or you can buy one online from someplace like monoprice.com.
Those two things will get you where you want to be.
Edit: I just read that the Ethernet port on the Raspberry Pi is auto-sensing, so you may be able to just use a regular Ethernet cable. Try that before you buy a crossover cable.
Google is a helluva drug.