you 100% sure that you have a wireless router? (signal: antennas)
because if you have a wireless router then the MBP should automatically recognize the signal that's being transmitted, assuming that it is being transmitted...
Linksys by default puts out an SSID of "linksys"
you can go to 192.168.1.1 with a user name of "admin" and password of "admin" by default, on the computer hooked directly to the router, and make sure that under the wireless tab you should see "wireless network name (SSID)" and that should be the name that your MBP recognizes. Turn on airport from the top menu bar in the right hand corner (the one with the curved ray-type bar sonar looking thing) by clicking it and selecting "turn on air port". give it a few seconds then click that icon again to see if you find the SSID listed on the screen of the other computer. next go back to that wireless tab and select the sub-tab "wireless securtity" to verify whether or not your wireless transmission is encrypted. If not, there is nothing more that you should have to do other than click the airport icon and select your SSID and teel it to connect. good luck with it