Yep, no problem. Except for setting up the router.
To set up and configure a router for the first time - and CRUCIALLY whenever adjusting a setting that affects the wireless connection - you need to wire the router (or modem/router if you're an ADSL user) to a PC via an Ethernet patch cable.
So you could buy a very long patch cable, or if the distance between the two rooms is too great for that, you could use a long phone cable so that you can temporarily move the router to the PC. Kind of a Mohammed/Mountain situation, where your desktop PC is the mountain!