Assuming you have a modem plugged direct to pc via USB?
1. take telephone cable from from and plug to new router.
2. Router should come with ethernet cable, connect router to ethernet port on PC.
3. Run the CD that comes with the router. This will ask you to input user name and password for your ISP. Now you should have a connection to the internet via the ethernet cable.
4. It will then take you through setting up the wireless network, It will ask for or show you a name of the network (ssid) and ask for or show a wireless passphrase (security key)
(make sure you select WPA-PSK2 encryption rather than WEP its much stronger.)
What ever pass phrase you use, write it down in case you forget it.
5. Run the software for the Wireless adaptor and input the ssid (name of your network) and the passphrase.
Once done you should then be able to disconnect the ethernet cable and run from wireless only.