You don`t say how many computers you want to connect to your wireless network and we may need to know which operating systems each uses. Anyway it should be surprisingly painless. If you look at the supplied manual (or click here) go to the end of Chapter 4 - page 11 and read on through chapter five.
Note: You probably need to set up one computer first with the network adapter. Install the software on the supplied disk and then connect the adapter.
Basically you switch on the router and your computer. Make sure the lights for LAN are on. Check that the computer adapter has found and connected to the router, this will be done throgh the little utility icon in your taskbar. Double click it and connect to the router if it hasn`t done so automatically. Open Internet Explorer and type in http:// 192.168.1.1 (Without the space I`ve put in after //. You now follow Chapter 5. Post back if you get stuck.