So when you have the router powered up, with the modem connected to it, your video game consoles can connect to it, but your computer can't?
Which settings are you configuring when you "go online and configure the settings." Do you mean the first time you set up the router, things like setting up encryption? Have you tried directly connecting the computer directly to the router via ethernet cable, so you can adjust the settings without any wifi issues, if that's the problem?
I'm still not entirely clear on what the issue at hand is: Is it that the router works with everything EXCEPT your computer? And by "works," I mean everything else can connect via wifi to it, and that you haven't tested any of the ports on the back, correct?
Like I said, if I'm reading the problem you've said correctly, it's possible you could correctly and adequately configure the settings by just using an ethernet cable to direct connect the computer. After you finish, if you're able to configure it like it should be, with the correct passwords, router name, and all that, you should be able to connect to it the same as before.