Hi.
As a first thing you will need an ethernet cable to connect the PC to the router, so that you can access router control panel.
After that open Internet Explorer or any browser and type in the address bar the router address. By default the ip address should be set to 192.168.1.1, or to 192.168.1.254.
If the address does not work , ensure that the firewall is turned off, start the command prompt (DOS like black screen) by typing CMD on the Run box accessible from the Start menu located on the lower left hand side of Windows display.
In command prompt type IPCONFIG/ALL. A list of network settings will be displayed. The router IP will be the one listed as Default Gateway.
Enter the default gateway IP in the browser address bar and press enter.
A box asking user ID and password will pop up.
By default both the username and password are admin. Try entering Admin on both fields and click the Ok button to log in to the router.
If the default password had been changed you will need to reset the router to factory and to setup the broadband settings again.
After entering the ID and password, you will get the router control panel, in there access wireless settings using the bar at the left, verify or change the encryption key , and write it on paper.
Close the router panel, and go back to the PC to install wireless adapter.
On the PC install all software provided with the adapter BEFORE connecting the adapter.
Connect the wireless adapter only when prompted by software setup or after installing.
Once finished you will see the wireless network icon near to the clock.
Double click on this picture to open a list of wireless network, choose the Blitzz router network, and enter the encryption key.
Here also an useful article from Microsoft.