If the N800 is your only wireless device, I'd suggest you reconfigure your Linksys router to use WPA-PSK encryption instead of WEP (which is very insecure).

I wouldn't recommend you update the firmware unless you experience a problem - if the router is working fine, leave it as it is! How long have you had the router - the firmware may be current, you can determine the current firmware version once you have logged in (it should be visible on the web page somewhere). Also, what model is it as this may help get you setup.

I have a Linksys router but it's not running Linksys firmware, however I hope the following info will prove useful.

You should be able to login to the Linksys router using a browser and the instructions above - the IP address of the router could possibly be http://192.168.1.1 (I thin that's the default for Linksys) - click the link and see if you are prompted for a username password (by the way, you should change the password from the default once you have logged in!)

Then go to the Wireless setup section and change the encryption type to WPA-PSK (with TKIP if it's an available option). Choose a channel - probably a good idea to avoid the default channel (6?) try Channel 1 or Channel 3 instead. Then type in the SSID - anything of your choosing, eg. HomeWiFI (this is what appears in the list of networks when the N800 performs a scan). Leave it set to "Broadcast SSID", and then enter the Passphrase (this is the phrase you enter into your N800 when associating it with your network).