OK, a very similar install to me, which should be very simple hopefully!!!
First you connect the router to your PC using an ethernet cable (i assume your PC has an ethernet port?) the router comes with this cable. Also connect to power block and phone line as you would a USB modem.
Run the CD which will load into explorer, its very straightforward, get your wired connection sorted before tackling the wireless part. You should have steady green lights on the router to show you have a connection to the internt.
Once you have a stable connection select the wireless properties, enable security and choose password or passkey etc. Make sure the network is named and visible (check box).
Search for wireless networks using your laptop, hopefully you should now see your network you just created.
Click connect and enter your password.