You don't connect the router to the Xbox—you connect the Xbox to your network via the Linksys router.
192.168.1.1 (default). Login (admin/admin or admin/password). Enable Wireless → Set SSID, Security: WPA2-PSK (AES), strong passphrase. Save.Minimum: 3 Mbps down / 0.5 Mbps up. Wired always wins for stability.