You will need to set up the PPAoA in the router to get internet connection.
Set Windows zero config to manual
Then you need to set the DNS server address and gateway.

Unless you know the correct sequence to set what you are doing up, it can take hours of trial.
I could give you settings but they would only serve as an example.
The manual that came with the router should have the correct settings for the adapter.

To cut things short put the router back in the box, return the adapter for a refund, and take a look at this.
The GWAR family have MAC accept/blocking security.
I use a GWAR3000 and also have a GWAR3500 for later use.