What sort of connection into your house do you have, is it ADSL or something else? When setting up your new router, you may need to know some settings, like your account name and password. From memory, the password is the same as you would need to access your PlusNet account on the internet. There are also a bunch of other settings, like whether to use PPPoA, PPPoE, etc. If you have a CD disk, it may take you through all this, or you can download instructions from the internet. It may be worth printing them off, because when you replace the router, you won't have access to the internet until you set it up right. If you find you cannot set up your new router, you can put your PlusNet back in, and access the internet for more help.
I had a lot of trouble with all this.
http://www.plus.net/support/broadband/hardware/