Most wireless routers should allow configuration with a simple process straight out of the box using the supplies software (usually on disk). However there are a lot of variables and unknowns which might be complicating the procedure for you, and most of these have already been mentioned.
I can only endorse the suggestion of others and get some assistance from either a professional, or from a a friend who is gifted with the ability to set up these networks.
It's no disgrace to seek on site assistance in these matters and it will save a lot of frustration and tension. You also will have peace of mind of knowing that your system is secure and operating at best efficiency.
Regards,
FOR