If the router has been supplied by Orange it should already have been configured so that all you have to do is plug it into the phone line, although you will need to enter your personal Username & Password in its settings.
To do this, connect the computer to the router by ethernet cable, NOT WIRELESSLY, and type its IP address (usually 192.168.0.1 for Netgear routers) into your web browser. This should open its configuration pages. If prompted for a Username/Password (not the same one that you're trying to configure for internet access), it should be on a label on the underside of the router but is probably 'admin' for both. Once in the settings, there should be a box to enter your internet Username & Password.
Once this is set up and you are online, run the software for your Wireless Network Adapter, which should find the SSID (network name) of your router. Select this and click the button to "Connect". If encryption has been enabled by default, the 'key' should be in the manual or again on the underside of the router. You should then be connected wirelessly and can disconnect the ethernet cable.
Post back if you have problems.