Before you put the router on the network do these steps after find in the routers manual the default username/password:
1. Plug it on and let it warmup.
2. Connect an ethernet cable from you Mac to the LAN port on the router.
3. When you get the successful light connections then on you Mac go to System Preferences->Network and see if you have a Green dot by the Ethernet word in the left hand column.
4. If you have a good green light look in the Networks right plain and find the router IP address (write it down if you have to).
5. On your Mac launch you favorite browser and in the browser address bar type in only that router IP address and hit the 'return' key. This should bring up a login panel for the router and put in that default username/password (that is the router manual).
7. Once in the router to poke around and find the tab that you can change the default username/password to what only you want. This is very important to stop hackers from getting into the router using the default username/password.
8. Turn the cable/dsl modem OFF for at least 5 minutes (so the ISP re-issues an IP to the new direct connect device.
9. turn the modem back on and connect another ethernet cable from the modem to the router's WAN port.
10. After all that log back into the router (by putting in the router's IP address given in System Preferences->Network.
11. In the router setup see what frequency the router can broadcast (b,g,n) and set it up WITHOUT any wireless security yet.
12. In your Mac in System Preferences->Network, airport Tab see if the Mac and match the wireless frequencies the router can dish out.
Then see if the Mac can receive the routers wireless signal. Once the Mac sees the signal test it out to see if you can get out onto the web. After all that you have to secure your wireless setup. Go to the router and see what the wireless security can do (WEP, WPA, WPA2). While you have an ethernet connected to the router's LAN port , setup the top wireless security you can do and turn it on (WPA2 is the most secured wireless security you can setup at home) and password protect the wireless signal. Then on you Mac try to use the Airport again, suppling the wireless security to match the router's output and the username/password that you setup in the router's wireless security. Then connect to the wireless securely for now on.
Lastly in the router find the wireless channel number it is broadcasting at. Then download the free application
iStumbler to see all the wireless signals around you and it will also show you the wireless frequency number. This way you can compare you router's broadcast number to other wireless signal around you. This way you can make your wireless broadcast number different then everyone around you. This way you can prevent many interference signals to your wireless setup.
I hope this all makes sense. If it doesn't then find the nearest geek/nerd to help you setup your wireless security setup. You can throw then a few bucks or some free food to pay him/her off. Most geeks are more then ready to help people protect themselves.
Good Luck.