ATT and Apple Time Capsule - can't make it work?

I am packing up my 3T Apple Time Capsule and UPS will be picking it up, which makes me sad. I hoped it would work and solve my back up, file storage and improve router speed from ATT. I have a Macbook Air 2014 13" (I have not updated to Yosemite, the reviews have me spooked.) I followed the instructions, and then went online to find the best YouTube videos I could and followed those.

The 'yellow light' in front never turns green, and all I succeed in doing is disconnecting from my internet connection, not setting up a new one. I have found 2 YouTube videos that suggest the need to check for 'firmware' updates but since I am unable to get it working that far that seems impossible. And the other person who was a Verizon subscriber explained how to disconnect from Verizon. Well getting disconnected isn't my problem.

I was just wondering if there was some advice or video that I have overlooked. Frustrated theatre and women's studies prof. greydogmom in Oklahoma