I'm not sure that you've bought the correct type of router. The "Sitecom 300N" appears to be a "Cable/DSL" router suitable for use with Virgin's Cable service. With ADSL, a *combined* Router & ADSL Modem is used and this replaces a USB ADSL modem. If your ADSL modem does actually support an ethernet connection, it may be possible to use a Cable/DSL Router with it, but there are generally problems trying to do this because the routers don't normally support the PPPoA protocol used by ADSL in the UK.
Also, when configuring a wireless router, you should initially connect the PC to it by ethernet cable, *NOT* wirelessly. The reason for this is the "chicken & egg" situation - you cannot connect to it wirelessly because it hasn't been configured and you cannot configure it because you cannot connect wirelessly, hence the initial use of a "wired" connection.