Help, problems with Xbox 360 LIVE and AT&T Internet?

I have AT&T Internet with a small modem named Westell. I have activated my service and connected my modem but how do I make a home wireless network connection? And I tryed connecting to Xbox 360 LIVE but it says my network doesnt have a sufficient MTU setting and I need a minimum MTU setting of 1364, how do I do that? Please help!