It really isn't a lot different than setting up a Linksys router. You have to put one of the useable IP's into the WAN interface. Usually the first IP, IE, 192.168.1.1) then set the LAN side to bridge with WAN mode and off you go. Once you do this, you must also make sure you have done/checked the following:
change the IP address of your computer
renew its DHCP lease
access the webGUI with the new IP address
be sure to add firewall rules to permit traffic through the interface.
You also need firewall rules for an interface in bridged mode as the firewall acts as a filtering bridge.
If you wish to NAT everything on the LAN side? it's obvious that you will need to follow a different set of rules. Not to be mean or ugly, but M0n0wall has a great help section. If you read it, re-read it and play with your configuration, you will figure it out. The main difference between M0n0wall and a Linksys unit is the amount of options you have on the firewall side. The best way to handle it is to forget about/turn OFF all the complex settings and just start with he simple things. Once you have that down, start by changing one rule at a time (keeping notes of what you did each time!).
This is how I did my PFSense box. My M0n0wall unit was setup by my IT guy and (believe it or not?) LUTFUL!, Lol. Anyways, take your time and learn as you go. There is no replacement for hands on experience.