The process is quite straightforward if you follow it logically. The first thing you MUST do is get out the router's instructions and read them. They will tell you the default IP address of the router, whether it has a modem and how to set it up.
The first thing to do is remove the Wanadoo modem from your main pc, then connect the router to the telephone line and to your main pc by ethernet cable.
Power up the router and type its IP address (something like 192.168.1.1) into your browser's address bar. Then use the default username and password (from the instructions) to enter the router's setup pages. Put in the username and password given to you by Wanadoo in the adsl setup page.
When complete, save the settings as required by the instructions and try to surf the internet. If you can, enter the router's setup pages and change the router's default username and password AND MAKE A NOTE OF THE NEW ONES.
Now make sure that the wireless facility of the router is switched on and change the default SSID to one you will remember - the instructions will tell you how. Switch on your laptop and enable its wireless adapter. The adapter will search for a wireless network and attempt to log on. It will automatically be given an IP address and you will be able to surf the internet.
If there is a problem, disable your pc's firewall and try again. If it now works, then set the firewall to allow the IP range of your network.
Once everything is up and running, you may wish to encrypt the wireless network. Again, your router's instructions will tell you how. Use WPA if both your router and your laptop will support it.
Any problems, come back again.