Continue with steps 3 thru 6 and see what happens?
Not familiar enough with that particular device to interpret what type of terminology it will choose to ultimately use to define the connections.
In a very broad sense WLAN (Wireless Local Area Network) could also be consider Ethernet since ultimately the terminus or backbone will probably be some type of wire, but generally are seperate terminology to help with clarification, and to differentiate between the actual infrastructure technology.
Guys i have just find out that on my modem that the lights of ETHERNET , DSL AND INTERNET ARE SWITCHED ON BUT THE OPTION WLAN IS TURNED OFF... MAYBE THAT'S THE REASON WHY THE PC HAS PROBLEM ....THINK ABOUT IT , I WILL BE BACK..
The documentation for the device should explain the lights and what they mean. The fact that the WLAN light isn't on could mean anything from the actual radio being disabled to and more likely, nothing is connected wirelessly and there is no wireless activity.
It seems you are close to resolving your issue, but still missing something important.
You need to make sure that when you make changes that you note the previous condition or setting so you can change it back if need be.
You need to make sure that after these changes you apply and or save them by selecting the proper button or link.
Sometimes after some changes, some routers require a reboot before the changes actually are able to take place, I know on some netopia routers this is indicated in the top right as a pending task. In any event if shouldn't hurt to turn off the router and unplug the power for a couple minutes, then plug it back in and boot it back up (if it's even got an on/off switch) some routers actually allow you to do this from within the interface.
You have the documentation / user guide, and the means to even start from the beginning if need be. We're kinda flying semi-blind on our end. If this device was actually provided to you, by your ISP, perhaps a phone call to them may actually help, I know it probably wouldn't hurt.
Guys , i went to wireless access point and i pressed configure and i change the setting for allow new devices ...so i have the option New stations are allowed (automatically) and now i have internet but maybe now all the neighboors will log in to my modem...
Presumeably, you have encryption enabled on the router which will require them to enter a hex key or pass phrase in order to do so. Or I suspect you can change it back to the original setting and my guess (and it's only a guess) current registered computers will be preserved.
You need to spend more time with the documentation and the router interface to become more comfortable with the various settings.