well, clearly hundreds of thousands of customers ARE out there using wifi routers which they set up themselves with no help at all other than that given in the setup instructions
which clearly indicates something peculiar about your circumstance.......either a strangeness about your physical environment, or a misunderstanding of the setup instructions....
given that its now connecting, but insecurely it rather looks like the latter is the problem
now some questions
which router are you using? Is it ISP supplied or self-purchased? Which ISP?
what hardware are you trying to connect to it (i.e. make/model/operating systems)