Forgive me if I include stuff that you've already covered.
1. Connect router to computer, using the cable provided with the router.
2. Turn on both router and computer, and connect the router to your ADSL phone line.
3. Launch your browser, and follow the steps outlined in the router's setup manual. You'll be entering your ISP login details as part of this process.
When you've finished, and saved the settings to the router's memory, you'll be able to see the router making a connection to your ISP. At that stage you'll be able to use the internet.
Now you can disconnect the cable connection to your laptop, and allow the built-in wireless adapter to find and connect to the router. That's it in a nutshell.