The (old) video below is no doubt meant to promote Network Magic (which no longer has a free version). But the instructions are clear and easy-to-follow. And where can you find that blonde from CSI: Miami talking about networking setup? (the last sentence was a joke of course)
Even better, said video works for wired and wireless version, and practically any brand of router, not just Linksys,
More aboutvideo linksys router setup
This video needs Horatio!
"So now I can go online!"
"And now... [puts on glasses] you'll have no more time"