Help: HTC wifirouter

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I just downloaded the free htc wifirouter and installed it. However every time I run it, I get the message about no available internet connection. It then asks me to set up a new connection.

I'm pretty new to all of this and I tried to search for a solution but I'm not sure how start a new connection

I'm running on sprint, on win 6.5, with some minor tweaks. I tried to turn on the wifi connection but still no luck. Please let me know what I'm doing wrong. thanks