When you say "When I try to connect I get a can't find server error" Are you trying to connect to the internet or the router?
If you're trying to connect to the internet have you first setup the internet connection details in the router?
I'm not sure about Wanadoo but most ISP's provide a user and password to access their service. Have you input these into your router? as without them the router eill not be able to establish a connection with your ISP.
Your router is normally accessed though ip address 192.168.1.1. or is it 192.168.0.1 i can never remember. but after you have access to your routers pages, check the status page and report back what it says.