wireless router question??????????

does the wireless router have to be connected to the admin computer through an ethernet cable or can it be connected and set up wirelessly, because when i set it up it tells me that i have to have the router set to my admin computer...but then again, its supposed to be wireless, yea i no its wireless with other computers and stuff but can it be set up wirelessly without having to have it plugged in to the admin through ethernet??????????

netgear 54 mbps rangemax adsl modem wireless router dg834pn

 well i dont mean admin, i mean the computer im setting up the wireless router, but why would i need to connect it with a cable while i can go wireless

just entering the ip address in web browser?

but how can it do that before internet connection is established?

yes it has a modem and it was alreayd connect to a dual socket from a phoneline, and i have a wireless adapter, but when i tried searching for the wireless router with the wireless adapter, it could only find my neighbours one :S:S:S

couldnt find mine