1. Connected the router to the ADSL microfilter.
2. Connected a computer (any computer) to the router via the (supplied) ethernet cable.
3. Stepped through the router's set-up procedure, entering your ISP login details.
4. Watched the router make the connection to your ISP - until you have all the right lights lit and steady.
5. Run the wireless adapter software on the laptop BEFORE plugging in any adapter (not necessary if it has WiFi built in), and checked to see that the PC's wireless adapter is recognised and working (some PCI models have a little green light on them).
6. Turned on the laptop's WiFi (if it's built in).
Have you done all that?