Trying to set up my laptop but need help

Ok i just bought a linksys router for my laptop to go wirelessly.I tried connecting a ethernet cord from my laptop into my dsl router but IE doesn't load at all.How do i set up this router do i install the software on my pc and the signal gets to my laptop adapter or do i need to install this on the laptop.

 

May be this can Help.

My New Wireless does not work - http://www.ezlan.net/wireless.html

Wireless, Basic Configuration - http://www.ezlan.net/Wireless_Config.html

Wireless Security - http://www.ezlan.net/Wireless_Security.html