There are a lot of posts on this sort of subject already, but basically switch off your PC and modem, plug modem into WAN socket of router, plug PC into port 1 of router (or use the Windoze wireless zero config utility), power up the modem, wait, power up the router, wait, power up the PC. Should all work.
Then secure the wireless network.
http://www.cableforum.co.uk/board/article.php?a=12
EDIT - A WAG511 is a wireless PCMICA card - so I think you have the wrong product number.