Not a lot of info to go on... might be helpful to know what operating system you're using, what other computers are on the router, can they connect to the net, etc...
But, just some basics... the little network connection icon down by the clock... does it have a red X in it. Double click it. On that popup, you should see an Activity box... is there activity on either side? (sent or received)
This info would be helpful in running down the problem...
But, basics to check... make sure Internet Protocol (TCP/IP) is listed and checked on the Local Area Connection (bring up Control Panel, click the Network Connectionc Icon, then Right click on the Local Area Connection and choose Properties)... when there, highlight the Internet Protocol (TCP/IP) line in the list, then click the Properties button... you usually want Obtain an IP address automatically checked and have nothing in the DNS server area (but, your router may have an assigned ip address, so, this might not work in your case, but it's the standard procedure). Also, on that Properties popup, click the Advanced tab and make sure windows hasn't enabled it's firewall (I'm assuming you're using Win XP).
If those things are OK, then it's in the router setup, and I'm not familiar enough with your router to give you any pointers.