That error message usually means that the IP addresses that you assigned to WAN and LAN interfaces are both on the same subnet. For instance, the WAN IP address of your WAN is 192.168.1.2 and the LAN IP address is 192.168.1.1. (edit: and you you, I mean the wizard assigned it)
If you look into the router configuration page, what addresses have been assigned? The WAN address should not be an internal address (like 192.x.x.x) but the local area network should be an internal address (like 192.x.x.x). Your computer should have its network setting to get an address from the DHCP server, which is in the router -- set the computer to use the router gateway address for its (the computer's) IP address.
The
manual for that router is pretty good and explains how to get into the configuration page and where to look for particular settings.
What is your connection, dsl or cable?