That is exactly the direction.
Change directory to /etc/modprobe.d/
To do this in the terminal as root type this
cd /etc/modprobe.d/
cd stands for Change Directory.
After that you can create the file
nano iwl3945.conf
This will open the nano editor you should be able to type what you need.
And after that close it with ctrl-x it will ask you to save changes hit the
proper key as nano will show it.
Nano has the advantage that at the bottom you will see most useful commands.
But, if in doubt you can search internet for tutorials on how to use it.
There are others like Vim or Vi but nano is really friendly for beginners.
Don't worry we are closer to a fix now :) follow jxself steps and you will be
safe.