Router

You may do it easy way or hard way... :-)

What kind of router? Brand? Model? Add comments to your post.

Any way you want...

'practice' 'practice' 'practice'? (rdl)
it depends on the router. you could connect to it with ethernet cable and talk to it with browser. need to know it's current ip address and subnet mask, might need password as well. also, could talk to it over LAN or WAN with telnet. need to have username and password. also, might be able to hook up serial cable and talk to it with terminal program like hyperterminal. need to know serial port speed and data settings (like 8,N,1). all will be revealed on mfg's website. even if you don't know any of this stuff. really. it's fun. you'll see.
you will want to write down all the settings if you can before diddling with it. investigate how to backup and restore configuration. unless it is not in use at the moment, then just go for it.

It really depends on what kind of router? If you are talking about the common ones, like Cisco, then you can either use a console cable or an ethernet cable. If it is a new router with all the factory settings intact; ie. no IP address set for the router, then i would suggest using console.