to connect your hardware.

1. Turn off the power (cable modem, PC etc.)
2. Connect the ROUTER (LAN port) to your DESKTOP.
3. INSTALL the software (from the router)
4. After your PC can detect the router.. follow the instruction...
5. Turn off everything.
6. Now, Connect the Router (WAN port) to the cable modem.
7. Turn On (one at a time, In order) Cable Modem, Router, PC.
8. Try to browse the internet.
9. I you can... TURN ON you LAPTOP, and see if detect the wireless connecion.. and try to browse the internet.
10. If your Laptop can browse the internet wirelessly, then .... Go to the router configuration page (its a web based, look inthe manual, what the adress and password), then configured your Wireless..
Change your SSID, enabled the security etc.
11. Update the router Firmware.

All that is on the MANUAL (paper/book or CD).. (you can download and read on the manufacturer website, if you don't have it)

BTW: the hardware connection will be like:
Cable Modem --> Router/Accesspoint --> Desktop and laptop (wirelessly)