The best way, in my opinion, to use routers is to do so using what the Mac already has; i.e. don't worry about install CDs and wizards because so much is done in the background that you have no control over and it'll be a mess when something goes wrong.
I would:
with the router unplugged,
In "System Prefs -> Network pane" remove all settings except the default set of Ethernet, Airport, Bluetooth and Built in Firewire.
Initially none should be connected and all dots should be red.
Keeping the prefs at the front, connect the wireless router with an ethernet cable. Alternatively, you can connect to it wirelessly by selecting the wireless network from the airport drop down menu in the menu bar or the sys prefs network window which appears when you have clicked on AirPort set of settings (incidentally the router should be plugged into the power and WAN/phone line all the time, and your airport card must be on as well to do this wirelessly).
When you do this you should see the selected network setting switch from red through amber to green in front of you. This might take 15 seconds or so. I personally always find this quite exciting.
When the setting says it is connected, click on its "Advanced..." advanced options button, and then go to the TCP/IP tab. IPv4 should be, by default, configured to DHCP (this protocol allows you to get an IP address from a DHCP server, such as a router, and means the process is automatic and you don't have to worry about typing in IP addresses for all the computers you want to use on the network); ensure this is so. Below are some groups of numbers, which as you may know are internet protocol (IP) addresses. The first one is that of your computer, the middle one (subnet mask) will probably be 255.255.255.0 but don't worry about that too much (it's used for more advanced networking when you want more computers to share a single IP address, but should be automatically assigned here), and the last one should be that of the router, and may well be 192.168.2.1 for the Belkin wireless n router. If this field is 0.0.0.0 or blank, click on the "Renew DHCP Lease" button, press OK and then Apply, then re-enter the Advanced bit and TCP/IP tabs where the new IP addresses should now be. If you still get no Router address, try it again, or either you are not connected to the router (so make sure the cables are all plugged in to the right places) or it has been configured not to be a DHCP server: this means you should reset it. Somewhere on the box will be a reset button. Press it, and possibly hold it for several seconds (whilst it is on) until the lights on it die and then come back on again. Then start this procedure again.
When you finally get a router address, what you want to do is copy that address (whatever it is) into the address bar of a browser window and load it and it should take you to the home screen of the router where you can configure it. If it is the first time you've been there the chances are you will be presented with a wizard which can help you set up your internet connection. Make sure everything is as your service provider (ISP) has told you, and then click apply or save settings or equivalent. Having done that, I would try opening another window/tab in the browser and loading an external web-page (I tend to go to google). If you've entered your settings correctly in the router page and applied them, then it should work, if not immediately then at least after a minute or so by which time the router will have had time to connect to the external server.
The crucial point is that if you can get to your router home page then there is nothing wrong with your Mac, and the fault lies entirely with the internet provider/router. Then you should start haranguing phone lines.
Unless your router is very unusual, this will work, and sorry if it doesn't!
Hope this helps a bit; good luck!