Connect Any Wired Devices to the Router
If you want to connect some PCs or other hardware via wired ethernet, now is the time to hook them up. Also, if you have an ethernet switch, attach that to one of the router's standard ports (not the port labeled "WAN").
I'm assuming that you left the router set to supply IP addresses to your internal network automatically, via DHCP. If you did, any client hardware should pick up an IP address from the router.
Connect Wi-Fi Hardware
The last step to getting your network running is to configure Wi-Fi hardware. When you fire up your hardware and tell it to connect via Wi-Fi, you'll need to enter the encryption key (Wi-Fi password) you set up in the router.
Some routers implement something called "Wi-Fi protected setup," which can automate the process of connecting wirelessly to the router. You may still need to enter the password, but you won't need to tell the device what type of security you're using, or other connectivity details. Again, check the documentation for each piece of hardware.
Configure for Software
You may need to configure your router for particular software needs. For example, you may be a heavy user of videoconferencing or VoIP (voice over IP). Or maybe you're a serious online gamer. In any of those cases, you may need to configure features such as port forwarding or virtual servers.
Virtual servers allow you to configure particular ports as public; the router redirects incoming requests to a specific system. This arrangement can be useful if you're running a Web server or an FTP site.
For gaming, VoIP, and other similar software, you'll want to use port forwarding. If you're not comfortable mucking around with your router settings, check out Simple Port Forwarding.
Ports are specific to individual IP addresses (for example, 192.168.0.100:xxxxx, in which the xxxxx is the port number). Each IP address can support 65,536 ports. For instance, 80 is the port that Web browsers use, and every router automatically recognizes this.
Depending on the application, you may need to configure a TCP (transmission control protocol) port or UDP (user datagram protocol) port--or both.
Some games and other applications may use only specific ports to connect to the game server or other systems. As a result, you might need to configure your router for particular port numbers. For example, the screenshot here shows a D-Link port forwarding management page, configured for the Xbox Live service (port 3074) and the Slingbox (port 5001).
Port Forwarding, uPnP, and DMZ
Current-generation routers and software are often more sophisticated, and you may not have to configure port forwarding. The general rule is to try to connect with the game first, without port forwarding, and then add it if you can't connect.
If the router has UPnP (Universal Plug and Play) capability, some apps will use it to configure port forwarding while the game is running, and then turn it off when the software shuts down. Some users disable UPnP for security reasons, however. If you do, you may need to configure the proper ports for your app.
You can find lists of ports and related applications on the Internet, if your game or application manuals don't give you that information.
One thing to avoid, if at all possible, is a firewall DMZ. A DMZ (literally taken from the military term "demilitarized zone") allows you to configure a particular computer to be set up outside the firewall. That PC, as a result, is completely exposed to the Internet. This can be useful for running game servers for older games that are difficult to set up using port forwarding, but you should avoid it if you can. A system in a DMZ is open to all manner of intrusions from the Internet.