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for detailed steps follow the below link:
http://www.cisco.com/en/US/docs/routers/access/800/819/hardware/install/guide/connect.html
1- connect your router to PC by Console cable (blue) and try to use Hyperterminal (default configuration ) to configure your router ..
2- connect your router to PC by crossover cable , make sure that the IP address of your router and your PC in the same network ..then use telnet to configure your router..
Via Console Cable (9 pins female on one end and RJ-45 connector on other end)
You can connect your cisco router to computer through the console cable for configuration.
You can use the console cable (putty) or Ethernet interfaces in the case you know their IP adresses (using telnet application).
when you connet to router with pc or laptop through the console for pc start>program.accessories.>hyper terminal .
when you enter into the router it show you the > mode here you type enable then you enter in the provilage mode to config mode .
here type ipconfig
here you can config the router by enter into the inter face on which enterface are you give the ip lan or wan . and config .
you have to connect routerby a console cable9 pin side to your pc and RJ45 connector to your router.
to configure cisco device you need a console cable console image
then connect your console cable to DB9 connector to your PC and the RJ-45 to console port of your Cisco Router and open terminal emulator Program there are many free program my favorite is teraterm you can download it for free with this link Teraterm download after installing this program you can run it and cofigure your device easily