No, don't need to download anything else.
1. Connect PC to modem via Ethernet cable.
2. Open Internet Explorer.
3. Type in 192.168.1.1 in top bar (might be 192.168.0.1)
4. A new window should open.
5. Type in 'admin' as username and 'admin' as password.
6. Click on BASIC.
7. Click on Wireless Lan.
8. Choose your Authentication type - WPA2 is the best.
9. Choose your Encryption as TKIP
10. Enter a Password (min 8 characters).
11.Click Submit at bottom of page.
12.Click on Tools.
13.Select Logout and close window.
Now try reconnecting using wireless and enter the password you created above in step 10 when asked for the network key.