first, make sure that your modem is not a dumb modem (bridge mode only).. if it isnt, hold the reset button for 1-2 minutes until lights start blinking.. some modems though needs to access the GUI first before turning on the wireless settings
how to configure a modem into router mode from bridge mode
Listen to what fihart said.. "Start by downloading the maker's manual for (what is presumably) an ASDSL router. "
The word "Start" is all important here as some routers will lock you into the Firmware upgrade mode if the reset button is held down too long! The manual takes all guesswork out of what you are doing and to proceed without it is a game of chance anyway.