Did you read the fine manual? Normaly, everything you need to know is explained there.
Short form:
Router: Activate DHCP, activate WLAN, enable encryption (WEP, WPA), define SSI (name of your wireless network), enter User and Passwort from your Internet Service Provider.
PC: Choose your Network and enter WEP/WPA key, using either the software that came with your wireless equipment or the windows - tools.
Done.
Michael