To setup you need to do the following:

Turn off the modem and the router.

Turn on modem and wait for 2 mins. This gives the modem time to get an IP address from NTL

Now turn the router on and wait for 2 mins. This should then pick up the IP address that the modem has picked up.

Then go to the PC's and connect up.

This is what I had to do. Its not listed on the NTL website anywhere. I picked it up from a forum board.