its relatively painless to set up
here's a step by step how to for xp ;
but before you do that you will need the network name (ssid) of the wireless network your connecting to* and the encryption type eg wep , wpa etc, and the passkey.
(*maybe more than one in your area.)
this info is obtainable from the person who set the router / network up & or the router itself heres an example note this one is set up for wpa
(get into the router settings requires you to connect by ethernet cable or usb if it has that option)
grab your router manual and a coffee / T there may be an easy setup disk or push button option
guapo do you use ng?