You'll have been sent a security/encryption code along with your router & Sky documentation - you need to type that in to connect. It might even be on a label stuck on the underside of the router, it's been a while since I set one of those up so I can't recall.
"...running the Netgear DG834GT Wireless router. My PC isn't wifi compatible, so it is connected through a cable linked to a microfilter on my telephone jack point." - you mean, the router is connected in that manner or the computer?