I had similar problems setting up a safecom router. Problem was solved when I re-set it to defaults, then typed in my ISP username and pass as required. Use the 'Quick start' safecom program supplied with the disk first, and most important:
Turn off the windows Firewall via Control Panel-Admin Tools-Services (not just by using the normal method of showing it as being 'off', since that is an illusion in SP2 of XP).
Also ensure all other firewalls are also removed, not just seen as 'off'. (leave the default router firewall on).
The router is then likely to auto-detact all of the necessary settings, although you may need to reduce the MTU down to 1450.