Hi, and welcome to the forums.  If your desktop hasn't got a wireless adapter built in already, you'll need to add one.  I use a USB adapter which is ok, but I know that others on here recommend using a wireless card installed on to the board, and I'm sure they're right (but plugging in a USB adapter is easier) 
There are other ways to attach to your router, including directly using a networking cable, if the router is close enough to the computer, or a very clever plug that effectively turns your house wiring into a network cable, which is quick, but a bit more expensive (a work colleague of mine denegrates them in that he complaints they turn your entire house into a short wave aerial that causes interference to radio hams close by.  I'm sure someone will be along to explain if that's true or not very soon)
Hopw this helps
John

You can unplug your router and move it to the PC for set-up purposes (via wire) - it doesn't need to be plugged into a phone socket.
Alternatively, borrow a laptop and use that (via the wired connection in all laptops).

guys the broadband light flashing on a 585v7 indicates that its having trouble syncing with the exchange if the flashing carrys on with out going solid after about minute.
are you sure your broadband has bein activated by bt yet
http://www.plus.net/support/broadband/hardware/t585v7.shtml#troubleshooting
all thoe it says DSL in the guide on there router it says broadband

Quote from: edmccauley

Is there something I'm missing here?

Not much TBH.
The router comes with a network (RJ45) cable, plug one end into any of the 4 identical ports on the router and the other into the LAN port on your PC.
Disconnect the modem cable which you presumably had linking your PC to the phone socket. Removing the old dial-up connection is correct.
All modern PC's have a LAN (RJ45) socket. It's just possible if yours is several years old that it only had a modem.
As has been noted, flashing lights suggest a failed ADSL connection. Wire up as above then call PlusNet.

Thanks for the suggestions. I'll look into activation with Plusnet, although I did receive an email saying this had been done.
The 'broadband' light keeps flashing intermittently and I assumed this has to be sorted before anything else but will attempt the set-up via cables rather than wirelessly to see if this works (worth a try).
Thanks again

You should always do setup and diagnosis with a cabled connection.
Only use wireless once you're confident everything is configured and working correctly, ESPECIALLY the wireless security.