Can't figure out how to connect PSP to BEFW11S4

[poster]

Hey,

I just got a BEFW11S4 Router, and I know NOTHING about networking, well next to nothing. I tried connecting my PSP to it, but it times out or says 'Internet Connection failed".

Security settings on or off, it won't work and says this. I've been Googleing and I think I just need to set it up as a WAP, is this true, and can anyone please help?

Thanks!