Assuming you have Virgin's *CABLE* service, you need to swap the connection to the Cable Modem from your computer to the Buffalo router and it is important to follow the correct procedure for this click here
Then you should connect a computer to the router by *ETHERNET* cable, not wirelessly, in order to configure it.
Once configured to connect to Virgin and for wireless access (generally default wireless settings should be OK to get started), you need to "Connect" to the wireless network. In other words, run the wireless adapter's software, scan for "Available Wireless Networks", find and highlight the one that matches your router's SSID (network name) and select the option to "Connect" to it. You should be prompted to enter any WEP or WPA encryption key and, once "Connected", the wireless adapter should get its IP address by DHCP from the router and you should have network and internet access.
There is a difference between the Wireless Network Adapter and Router communicating with a good signal and "Connecting" (as in "logging in") to your Wireless network.