You should only have to plug an ethernet cable between the wall outlet and the router's WAN port to install it. Normally the default settings for a "Cable/DSL" router are correct - it gets its addresses by DHCP.
Then connect a computer to one of its LAN ports using a second ethernet cable and see if the computer gets online. Only if that's OK should you progress to connecting "wirelessly". Normally the wireless settings are configured by typing the router's IP address into your web browser, which will open the setup pages.
One thing to be aware of is that your router must operate in a different Subnet (IP address range) from that used by the router that is serving your wall socket. For example, if connecting directly to the wall socket gives you a 192.168.1.x address, the third 'octet' (number) of your router's LAN IP address must be something other than "1".