Well, if you didn't fry the hardware, the easiest way to setup a D-Link is to power on the equipment in the proper order. Hook up all equipment powered off using the ethernet cables as suggested. (They don't actually have to be cat5 but you'll get your best performance with good cat5 cables.)
1. Power on cable modem first and be sure it's status lights are normal (don't use USB connection).
2. Power on D_Link router and ensure WAN activity LED's.
3. Power on PC. Check router for LAN activity LED's. Open a browser to
http://192.168.0.1 to view and change the router web interface. (At least with factory defaults anyways). If you can hit the management interface, LAN side of router is OK.
4. For wireless, be sure to change the SSID and use WEP right away.
These options usually work 'out-of-the-box' from D_Link when used with a standard dynamic-IP cable modem. DSL modems are a little different in the sense you'll have to config your PPPoE stuff. However, the default settings are wide-open for wireless hence my advice above.
I use D-Link a lot and have had quite good luck with them for the money.
Hope it helps.