I unboxed it, let it warm up to room temperature, turned off WiFi on this laptop, hooked up the Ethernet cable to it and the laptop, plugged the bridge in to its power wart and let it boot up.
Open IE, go to "http://tew-680mb.trendnet" and follow the trivial instructions. Save the settings.
(The only thing else I had to do was enter the URL again (there's no ".com" at the end), and set the Ethernet card to use DHCP rather than its Static IP.)
It's working great at the moment - dunno how often it will need to be reset, etc., but so far so good.