If you go to your nearest computer/electronics store, you should be able to buy a small device that connects to your USB port that will allow you to connect to the router via ethernet cable. However, this should only be used for setup purposes, as the data throughput is pretty limited. For long-term use, you should either buy a wireless card to install (assuming we're talking about a desktop), or an ethernet card to keep the computer constantly wired to the router (granting greater security and higher bandwidth. Wired is always faster than wireless), also be sure to set wifi security on the router, so others can't just use your internet (or try to hack your network) as they please...
Hope that helps!
Hope that helps!