I thought you said you wanted step by step instructions how to setup your Linksys router on your Mac? Outside of the manual...
http://garrickvanburen.com/archive/how-to-set-up-a-linksys-router-with-mac-os-x
http://www.home-network-help.com/wireless-router.html
Here is a video:
http://www.expertvillage.com/videos/setup-wireless-router.htm
Basically, you have to find out what IP address scheme your router is configured with from the factory - typically its 192.168.0.1, subnet mask 255.255.255.0, but some are different. You need to set your Mac's IP to something compatible, like 192.168.0.2, subnet mask 255.255.255.0.
Connect the router to your Mac with a cable, power up the router, and open up your web browser and browse to 198.168.0.1. This should open up your router web interface. You may be asked for an ID or password. Again, the manual will tell you what these are.
Once you gain access to the setup screen, the links and video above tell you all about the option you have to configure your wireless router.
Did I not understand your question?