Summary: I could not get the wireless portion to connect for a while. While searching for a solution, this site was at the top of the list so I decided to post my fix here. It seems that when the 311U is configured using the ancient-looking PS Admin utility, it has a small bug/feature. PS Admin converts the wireless SSID to ALL CAPS where as my wireless network name has mixed case.
Summary: As several other reviewers have noted, this can be a beast to setup. The difficulty, I found, comes to trying to get the dp-311u to work wirelessly. After 50 minutes of fiddling with it, I started to suspect that it might not be wireless (a mistake several other reviewers shared). The steps given by s.banks below are better than the lousy manual. But even after following them I had trouble.
Summary: I could not for the life of me get this working for a while, but once I did get to the web-configuration I couldn't get it to work with my existing wireless network. Although this was due to my stupidity, the lack of Macintosh documentation and software made it quite difficult to set up on my mac, and I might have been able to get it working sooner if it had this documentation. Finally, about a year after the year-long warrantee expired, it broke.
Summary: As others have said, the documentation is wretched. It has very clear screenshots of a Windows XP installation, but as has been noted by other reviewers, much is left out. I was attempting to get the DP-311U to talk to an Actiontec DSL router supplied to my client by Qwest, but at first I could not even get the computer itself to bring up the management screen for the DP-311U through the Ethernet interface. The LAN link light stayed dark.