This video demostrates setup with a Verizon FiOS router, but the basic principles are the same for any router. It should have the same options for naming your network, security level, etc. The only real difference is that the Data Sense application that monitors how much data you have used is exclusive to Verizon right now.
I go over it a bit quickly during the video, but make sure you save your router setup when you are done. If your router ever gets reset to factory defaults, you are going to want to have that file to load specialized settings back into your router.
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