if this the first use of the router you will need to connect a Ethernet cable from one of the output Ethernet ports of the router to a Ethernet port on you laptop to get a direct connection. now, you can go through the setup of the wireless portion of the router.
if this is not the case then see below:
your router booted, started its own DHCP server and started give out IP addresses to your wireless devices. Your laptop sees the router but your router does not see the internet until your cable modem gives it a address from your cable company.
What you need to do: power down your cable modem, router and laptop.
disconnect the big round cable that goes into your cable modem for a few minutes, this will give the cable company's hardware time to detect your disconnection.
now reconnect your cable company round cable into your cable modem, connect your Ethernet cable into the cable modem on one side and to the INTERNET feed connection of your router. (it is a input line, right next to the output lines on the router)
now power up your cable modem, wait 30 seconds or so and power on your router.
(if your router is configured, it should have a route to the internet)
Power on your laptop and see if you get your connection you expect.
if you don't you will need to run
cmd.exe as a admin
and type the commands
ipconfig /release
ipconfig /renew
and see if that works for you. or you could run the network troubleshooter which will do these commands and more to attempt to fix your problem.