How to set up a dlink DIR-615 router?

Right, I'm trying to set up this router online, but i lost it..... after i set the password online it seemed to work. But then a windows set up came up, and I followed it, you know set name password location etc... But when it was all done it said no internet. Please help someone with a step by step guide cos I'm just about to solve the problem with my sledge hammer!!!