To answer last question first, not really you need to be connected to your own adsl/phone line to get this working properly, Your local PC shop could just confirm that all the hardware is working properly.
To get it working frist check that when your base station is all connected that the ADSL light is solid green. That confirms that the adsl line is operating. If so then it looks from what you have said that the base station just needs to be set up with your Tiscali settings.
Connect base station and PC using an ethernet network cable. Usually comes with router and has connectors that look slightly larger than seen to connect phone line to you ADSL filter.
When connected if you type the following address into your browser 192.168.2.1 address field after the http://. This should connect you to the base station control page. There is then a page to set up your ADSL settings. On this page enter your Tiscali username and password and save/apply settings. Unless other settings need adjusting this should now allow you to connect to the internet.