What kind of internet? Cable? DSL?

I'm going to assume you have one of those and an exterior modem. What I did, as I recall, was simply plug the modem into the internet port of the router, and plug the computer into port 1. If windows sees the router (it should, especially if you're using XP) go to 192.168.1.1 to begin your setup. There shouldn't be too much involved for the basics, but you'll want to turn your firewall and such on.