You need to set up the wireless router to see your ISP first. If it can't see the Internet then you're not going to get anywhere. Your ISP should have provided all of the necessary IP addresses and passwords.
Did you have your PC connected to the net before getting this router? It's the same information used there that you use with the router. All you need is your basic account setup info...you plug that into the appropriate places in the router Admin screens. Many routers even have wizards that will walk you through the process.