Hi,
I'll try my best
Firstly, what devices exactly do you use? There's a difference between a modem, a router, and a device that entails both router and modem. Do you still use both the old DSL modem and the new one to set it up?
I'm guessing the new device that you got there is a modem/WLAN-router combo, perhaps with some additional ethernet ports on the back. If this is the case, do the following:
a) If a CD Rom with an installation manual or auto-install option came with the device, check it out first, read the manual, follow the steps.
b) If you don't have the CD, then you'll have to configure it manually.
Manual config:
1) Connect the device's WAN/DSL slot with the DSL line.
2) Connect the device's LAN1 slot with your PC's ethernet port.
3) On windows, click Network Connections (found in control panel / systemsteuerung), then highlight your LAN Connection, right click, properties. Select "TCP IP" and click on its properties/details. It should say something like "obtain IP and DNS automatically"
4) Open your webbrowser of choice.
5) Type in the LAN adress of the device. It always starts with "192.168." and usually ends with "0.1", or "1.1" or "2.1".
So you would try typing in "192.168.0.1" first, then press enter. You'll have to try around a bit until you find the correct ending. It may be printed on the device or stated in the manual.
6) Once you got it right, you should see the router's web interface. You'll have to log in there. For most routers, User is "admin" or "administrator" or "root", with no password or the password being "123456". Try "admin" and no password first. If all fails, check the manual, or check google for default passwords for your device's name.
7) Hopefully, you could log in. Now this is where it starts to get messy, since all router menus look different.
Click around there to find an option to enter your DSL Username and password. The device will use this info to log into your DSL on its own. The option you are looking for is probably called "PPPoE / PPP over Ethernet". (Although here I'm not sure, just look for something that offers username/password input for connection type. It may be that you need to click on some radio-checkboxes to let it pop up...)
9) Click around further to find the WLAN menu. Enable WLAN transmitting, select a channel, and choose an encryption type (WPA2-PSK or WPA-PSK). You will have to choose a new WLAN Password/Key for that. Write it down. Also, you have to input a "SSID", which is basically the name of the WLAN Network. Also, check the box for "broadcast SSID", if available.
10) Finally, save settings, restart device by pluggin its power chord for a bit.
11) Unplug the chord going from your PC to the device.
12) Activate WLAN functionality on your PC, if you haven't done so already. Some Laptops have a button or a slider for that.
13) Scan for available wireless networks (there are multiple ways to do this, --> google, but it should be in the bottom right corner near the system clock, or at least in the network connections main menu). You should see the name of the SSID that you entered earlier. Double click, input the WLAN encryption key that you wrote down.
14) Congratulations, if you read this, your PC should always be connected to the internet via WLAN...
good luck
