Is it definately a router for a cable modem? The other thing that comes with it is most likely a usb wireless receiver this will be for the laptop unless that has wireless built in,You will need to power cycle everything as stated above by Rob then you will need to browse the router set up web pages (RTFM)and turn wireless on and set up security use wpa pre shared key and set a password .Then on the laptop,if wireless is built in right click on wireless icon and open the utility search for router connect and add passowrd .If it does not install software for wireless adapter and connect that then follow above steps
Test it while there out make sure you have the right kit and make sure your not leaving it till the last minute. Best tackle file sharing later
