need help tapping my laptop wirelessly into dsl with Linksys wireless route

I have dsl which my desktop is connected thru. I purchased a laptop last week that I would like to use in other rooms of the house and outside.
I purchased a Linksys WRT54G Wireless-G Broadband Router due to the recommendation of the FireDog Tech at a local store.
I have followed the “easy” set up disk very carefully, connecting as it instructed.
However when it gets to what I assume is the final steps, the set up on the laptop gives an error that the internet cannot be found.
Can anyone please tell me how to resolve this, advise if I have the incorrect router system.
Any help will be appreciated.