If you have Windows XP and there's is no extra security set up on the router then connecting is easy.

In the bottom-right corner you'll see a small icon that looks like a computer. The screen is likely blue on it. Additionally there are two faint crescents near the top of the icon. That's the Wireless Zero-Configuration tool. If you double click on that icon a window will pop up showing the names of nearby connections, their signal strength, and whether or not security is enabled. By default the name of the DI-524 is "default." If it is not secured, click on on and then click the connect button. Windows may then ask if you want to connect to the unsecured network. Click on Connect Anyway and the configuration tool will connect you to the router.