Yes you will if you want to go wireless,if not just set it up for ethernet use.
If you want to go wireless install the wireless adaptor on pc 1st.
To set up wireless,type in 192.168.0.1 in your address browser,that will take you to the router homepage where you set up the encryption.
Click security/wireless,you will be prompted for username and password,think its admin and sky as default.
Choose wpa encryption and choose a long password from here
Enter the password and make a note of it.
Click on SSID and change it from sky to any thing you want.Its just to stop hackers seeing your using Sky for your broadband.
Once thats done close the homepage down,and right click on the wireless icon in system tray,choose view available networks and connect to yours.
You will be asked for the network key which is the password you wrote down.Enter the key,re-enter it and you should be up and running.