Normally, a wireless router needs to be configured initially by connecting to it with a "wired" ethernet connection, so that its wireless settings can be set up to let you connect wirelessly.
However, I understand that Netgear's DG834G is one of the very few routers that can be accessed "wirelessly" out-of-the-box. To do this, the PC must have a Wireless Network Adapter installed, which can either be an internal PCI card or a USB WiFi adapter.
Having said that, I really do think that it is safer to have the facility to connect by ethernet cable to the router. A "wired" connection will always be more reliable than a "wireless" one and, if you should have wireless connection problems, you are stuck if you cannot connect to the router. There are USB "wired" ethernet adapters.
I think mgmcc has answered the main questions well. You can plug the USB adaptor that came with your DG834G into a PC's USB socket and install it to work on that PC. It will then connect to your DG834G and you can configure them. Don't forget to enable the WEP encryption option to make your network secure.
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