Very easy steps. First turn off everything computer modem and router.
Put the router in line between your computer and modem. Then turn on the modem wait for all for lights to sync. Plug in the router then turn on your computer.
The modem will wake up and see your router instead of your computer and allow your router to pull an IP address. When your computer starts up it will pull an IP from your router.
If this is your first wireless router be aware that the default setup will have you running a wide open hot spot that anyone can get on. Not a bad thing if you live a mile in the woods but if you live close to a lot of people they can all get on your network. At best they steal your bandwidth and you surf a little slower at worst they break in to your computer or you get hit with a law suit from the RIAA because they downloaded the latest Britteny Spears album.
Never fear help is here. First thing you want to do is change the password to get in to your router. Next you want to change the name of the router or the SSID as it is called but don't give it a name that could id you. Next is to turn off UPnP this allows programs on your computer to open ports with out your knowing. And last but most important turn on WPA set a good password and the first time you try and use the wireless on your laptop it will ask you for the password and you will be all set.
If you want a good password it should have numbers and letters of both upper and lower case with a few symbols thrown in. Now if you are real nuts about it like me you can go to this site and generate a 63 digit password that all the computers in the world working full time could not crack. You will need to copy and paste it you will never remember it.
And when you are all done head here to see if all your ports are stealth.
Maybe more info then you wanted maybe not.