If possible download the manual for the router from the CD which came with it or go to Cisco's support site -- which may be a little better now than it was when I last used it.
To set the thing up you basically need to know its IP address and the login user name and login password. Username is usually admin, default password may also be admin.
IP address is usually in the range of 192.168.0.1 but that can be checked by connecting the router by ethernet cable and powering it up. In Windows go Start, All Programs, Accessories, Command Prompt and at the black and white screen type IPCONFIG /ALL read the response and you shoud see the word gateway and next to it the IP address of the router. You can then go to that address by typing it into your internet browser's address bar.
Once through the user screens login follow this plan (roughly):
Go to wireless security and review or renew the wireless security type and password. WPA PSK TKIP is the most common security type in use. Make a note of the SSID or change it to one of your invention.
Go to wireless mode and ensure that it's set to a protocol matching your computer's wireless adapter (mixed mode is a safe bet).
Disconnect ethernet cable.
Go to the computer's wireless networking setup screen and see if you can detect the router's SSID (wireless call sign). Select that network.
Apply the wireless security type and password to the computer's wireless networking setup screen.