Wireless router help. i just got a new zhone router and when i try to sync up my sony psp to it

Question

i just got a new zhone router and when i try to sync up my sony psp to it nothing happens "when i try to search 4 connection" but when i go to command prompt and type in "ipconfig /all" it has all info on the connection just not the dns parts and also on the top of where it says ip routing enabled, and no is the answer beside it. how do i change that, and how do i turn on my routers wireless capability?? please help been trying for several hours....