If you got WMWifiRouter through Marketplace and you are having connectivity issues (the computer cannot access the internet through WMWifiRouter), before trying anything else, try installing this CAB file on your device:
After installation is complete, reboot your device, and try again.
Installing a CAB file is done by:
1) Either downloading it directly to your phone, or downloading it with your computer and copying it to your phone
2) Opening File Explorer on your phone, finding the CAB file, and opening it by tapping it
If the installer asks the location to install to, select "device".