I had trouble doing this last week for my friends in the USA while I was over there on holiday.
I don't know what I did to get it working but after struggling with things like "self assigned IP addresses" and intermittent and slow connections I did a full factory reset. This seemed to clear everything and it's been working fine since.
Full reset is to press and hold the reset button on the back of the linksys router for more than 10 seconds (maybe 5 seconds - but 10 won't hurt!).
Also do a careful run through all the options on the set-up. Just to make sure that nothing is wrongly set. There are headings and sub-headings, and maybe, first time around I missed a page?
There's also a full user guide that you can download from here: