I am not sure of your paticular model but have a couple of questions. The router you have bought is it only a router or a modem router? if you are using a modem and a router modem then you will have a conflict. is there any port on the router to connect the router directly bypassing the odem?
I take it that the modem connects ok, so if you have a router only you connect the modem to the router using the crossover cable that came with the modem to the router and the cable that came with the router goes to computer. now goto internet explorer and type 192.168.0.1 this should be the home page.
the first screen asks for a password just press the enter button, a setup page will now appear, there should be a line going across the screen in either red or green. if it is red it will say no connection if it is green then the internet is up and working. The only thing you need to do is goto security tab on the left of the screen and setup an password encryption using either wap64 or wap128. Make a note of the password
when you save this you will now lose your internet conection. on the taskbar got the local network icon by the clock and double click then click on view networks in your area, when you see your click on it and type password you should now be logged on. Any other problems contact Belkin.