1. Are you using ethernet connection to the router from your laptop or using wireless?
For setup, make sure its a direct connection by ethernet cable from laptop to router.
2. If you want a secure link, you can setup wireless security by going into the web console and setup WEP/WPA. Another way is to setup AOSS by pressing the top button and connecting it with your laptop's wireless.
3. Pls make sure you can surf the internet first before you carry on with the wireless security setup.