No problems, good luck. It's definitely worth it and good value for money.

Give us a shout on here if you get stuck

You should be able to set up your router using wireless.
The benefits of ethernet are that it is faster, more stable, and doesn't require any additional software or drivers; it is all part of the operating system. Wireless cards need drivers and software to look after the connection so if your PC is getting on a bit these things can slow it down a little. You don't need an ethernet card but if the PC is by the router and is likely to stay there you'll probably have less trouble in the long run with an ethernet card.

Regards,
Steve

Just thought I would let you all know everything went great. So thanks to everyone that helped me. I have been with Sky now for few months and it is fantastic.