How do I set up two or more wireless adapters on the same computer to work together?

The technique you are asking about is called channel bonding. In days past, dial-up and ISDN users bonded multiple phone calls to form on logical pipe - for example, bonding two 56 Kbps v.90 modems to create a 112 Kbps connection. This is known as PPP Multilink.

In the wireless world, a similar technique was used by Atheros to create their Super G Dynamic Turbo mode, combining two non-overlapping 802.11g channels to create one virtual channel with a maximum speed of 108 Mbps (54 Mbps x 2).

However, bonding requires matching software at both ends to combine bonded links, allocating outbound packets to each physical link in accordance with that link's bandwidth, and recombining inbound packets into a single IP data stream. Without bonding logic, your PC will just route outbound packets through the "best" IP route and corresponding link, based on metrics in the PC's routing table. Unfortunately, I am not aware of any way to create your own multilink or bonded Wi-Fi using two different off-the-shelf Wi-Fi adapters.

One final note: If you are using 802.11g or 802.11a to reach a broadband Internet connection, it is quite unlikely that Wi-Fi is the bottleneck that limits application throughput. A 1-3 Mbps Internet connection is probably the limiting factor. However, if you have confirmed that your Wi-Fi performance is really a bottleneck, you may want to consider using a MIMO (a.k.a. "pre-N") Wi-Fi product to increase throughput and distance. MIMO takes advantage of multiple antennas to transmit data along more than one path through the air, recombining paths at the receiver.