First, all routers come with an installation CD that has a wizard to help setup the router.
Now I think you're also having problems getting your laptop wireless working and connected. For that, you need to first open network Connections and ensure that the wireless card is enabled.
Start -> Control Panel -> Network Connections -> Wireless Network Connection
Right click on Wireless Network Connection and check if it is enabled. Once enabled, repost and we'll take it from there.
Best,
-- Andy