I'll try and explain in simple terms
You plug the router you have bought into the phone and mains. Basically you can consider the router as a mini PC whose job is to 'work' the internet connection and share that connection to all PCs who connect to it. It also serves as a firewall and protects all PCs connected to it from eth big bad naughty men on the net. It does need to konw teh connection details for the ISP ( username/password) and you set this as follows
depending on the make you need to use teh network cable initially to connect to a PC to do the initial setup. plug in and your PC will be given an IP address by the router. You then open a web browser ( firefox/IE/OPera) and type the routers config afddress in teh browser, usually its
http://192.168.0.1 but you should check teh instructions as some use 192.168.1.1 or even others depending on the manufacturer. You should be prompted for a login username and password. you should find this in teh instructions but often its "admin" and "passwsord"
Once in then its just finding teh right screen to put teh username and password for teh ISP, save and it should connect to teh internet.
Then its just setting up teh wifi bit.
Start by turning off teh encryption, you need to get it working in basic mode first and then add teh layers of security back on one by one so you know if it stops working what bit broke it.
Set the ESSID to something unique
save it all and exit. On the PC that you want to connect wirelessly you should be able to right click teh wifi network icon in teh system tray and choose "View available wireless networks". You should be able to connect to teh one you are setting up and browse the net.
If you get this far let me know and I'll talk you through teh security bit.