Yes, router settings. They all have them. They are outlined in the instructions that come with your router, which I hope someone read, and unless you want people stealing your internet and downloading ginormous files on it without your knowledge, much less your consent, you should set them up, as they include things like WEP passwords to keep those people out. You should not EVER purchase a wireless router, plug it in, and go on your merry way as if nothing more needs to be done. It DOES.

You should call tech support back and tell them that you want to speak to someone competent who will help you set your router up properly. Including security. At the bare minimum, this will require a wired connection to the router to be sure that it works, which will answer your major question. If you have to replace it, PROMISE ME you will set the new one up properly from the get-go.