Setup should be very easy - I don't know of a guide, but I wouldn't think you would need one. Just turn all security off while you set it up - little problems like misconfigured WEP preventing a connection is by far the most common problem I come across.
Once it's working, turn security features on one-by-one, so if it breaks, turn the feature back off again. A good guide for security is
Essential Home Wireless Security Practices. However, all you really need for home use is WEP and disable SSID broadcast. As I've posted before, MAC-address ACLs are largely a waste of time, and the better-than-WEP security stuff (if supported) seems more hassle that it's really worth.
As for ICS, I think there's a Wizard to do that?
HTH