Mine was very simple to set up. As Nick said, you have to go into the router settings, but should only need this once. And most changes need to be done on a wired computer as opposed to a wireless one....

I just went into it, turned the WLAN on, then put in a password for it.

Then turned laptop on, told it to search for WLAN networks, it found mine and next doors, I told it to connect to mine, it asked for the password, I put it in, and then it connected. With that password saved in the laptop (don't ask me how, it automatically did it ) it just connects everytime I turn it on/wake it up....