What's your USB dongle? Does it require separate software in your computer/mac to connect to?
I have TP-link TL-MR3040 variant which works with one of my wimax usb dongle without configuring anything in the router (unless you want to set wifi password of course). My wimax router doesn't need any separate software to connect to. At the very beginning, I just reset the router to default configuration, then connected the wimax dongle to the USB port of the router and waited for a while. The light of the dongle changed to "connected" color and viola!