Wireless Router setup isn't working.?

The model is a Belkin G 4-Port. It came free with the laptop and had no software or drivers to install for the PC. I've tried everything to get this thing setup. A lot of problems aren't coming to mind right now, but the most immediate is that when I enter the address '192.168.1.1' the pager cannot be found because I have no internet connection. But that's strange, because the router is plugged directly into the PC's ethernet port. Any solutions?