Good choice kronas, I bought one of these last month and it works a treat!
have to say that i didnt read the instructions and so didnt wait for the LAN light to go green, i just put in my details and off it went.
do you get the LAN LED lit up on the router?
if so point your browser to
http://10.0.0.1
this will find the web interface if all is well
what happens if you just stick your details in and press on regardless?
Terry