you query is incomplete please mention connection you using to access net and your wifi brand name, because different wifi have different type of settings. Any way I will tell you the general way of connecting the wifi to your computer.
1) Connect your internet connection cord i,e for example if your using BSNL connection then the telephone wire which is connected to net and is having a jack at the end should be connected to the WAN jack point in the wifi device.
2) Connect the adapter to the adapter point for switching on the wifi.
3) Now take a RJ 45 LAN cable, take the length as much you require, i,e from your wifi to system. Both the ends should have jack. Now connect on end to wifi and the other end to the system network card.
4) Switch on your computer the system will automatically detect the settings or else in network icon you have to create manually. Step by step information will be provided.
Then later on in search type cmd-->ipconfig and in default gate way find out your IP address and type it in your browser bar. Now your wifi settings page is open. Here you can change your admin name and password. Even you can set a name and password to your wifi in wifi settings. But in security always select WPA2/WPA Mixed Mode. Now your wifi is fully secured. Restart your system after the settings and even restart you cellphone.The entire place is now secured to access net to those who are having wifi password.