I had the same problem with my Captivate and the same router.
Someone said to open the AllShare app and it will connect. I found this after I solved my own problem.
What I did was hit the reset button on the back of the router. While it's on just press it with a pen and hold it for 5 seconds. This will factory reset so you'll lose all your settings - router name, security stuff etc so make a note of it before you do this.
After doing this however, I lost internet connectivity so I had to shut everything, turn the modem on first and wait for it to finish flashing, then the router, then the computer.
All's well now.