You should do the steps in the link BEFORE trying to establish a wireless connection on another device. Once you power the router on, and it is settled, then hardwire to the router, using a cat5 ethernet cord, and pull up the 192.168.1.1 in the browser, and follow the directions in the link.
THEN, go to the device you want to hook up to the wireless, and input the security info (if you decide to secure your network) and connect.
By the way, watch for that router to drop connections A LOT. I had that router for 4 months, and went through 3 of them thinking it was just a bad router, when it was actually just the way Linksys routers are sometimes. I took it back and swapped it our for a Netgear WDNR3700, and have double the range, setup was breeze, and the signal never drops. You may also have problems with Internet apps on TV's or blu ray players, as well as game consoles because Linksys systems don't like to get along with anything other than computers and printers...