There are far more knowledgeable people on here than me but my suggestion would be....ozy said:
when you are connected to the router (via the network cable) you need to type 192.168.1.1 (or 2.1 at the end) and that should connect you to the router. It will ask you for a password but it will be 'admin' or something like that - check the paperwork that came with it.
You then need to add your broadband username/password to the router. This will give your router access to the broadband account.
Once you've entered this you should then be able to connect to the internet.
to help try these
click the start button on windows.
Choose Run
type 'cmd'
and in the box type ping www.bbc.co.uk
and check if it can connect to the internet.
If that doesn't work
type tracert www.bbc.co.uk
and it should show the path it takes.
if that doesn't work.
ping the router (that 192 number above) and just check that your connect is working.
hope some of that helps.
I've probably got it in the wrong order or something.
Wiltsteve