Not really enough information to start to advise (yet again!)
is it ADSL (broadband over your phone line) or cable?
If it's ADSL then firstly you'll need to make sure it's an ADSL router, providing it is then you'll need to go into the router setup pages and set your ADSL username and password as supplied by your ISP (normally same as your email address and password with them). once you've done that you can setup wireless security, but as you've not mentioned a single detail about the router it's not possible to give a clue on that!
If it's cable then it depends if it's a router with a built in cable modem or one that plugs into your existing modem, if the former you'll need to contact Virgin, if the later then just plug it in and then setup your wireless security.