There are a couple of ways that you can proceed. Unfortunately, since your O2 does not directly support wireless networking, you will have to use an ethernet cable to connect your O2 to something which supports "bridging" between wireless hardware and ethernet hardware. Fortunately, your Windows PC supports that, and your Sitecom router does, too, though they do it in two very different ways. (Adrenaline's suggestion is very similar.)
Whether you choose to connect your O2 to your PC or your Sitecom router, you will set up your O2 in the same way: depending on your preferences, you will either configure the O2 to use static IP addressing and routing, or you will configure it to use DHCP addressing with a defined route. (Since you mentioned that you are a network noob, "addressing" means that your O2 has a way of getting a unique "IP" address on your network. Static IP addressing means that *you* manually give your O2 a specific address, and it will use that address forever, unless you manually tell it to use a different address. DHCP addressing means that your O2 will get its IP address and some other stuff dynamically from another system, such as your Zyxel router. "Routing" is how your O2 will know how to connect to things outside your home network, like the Internet. Basically, you need to tell your O2 explicitly to send things meant for the internet to your Zyxel router, which will then handle transferring information between your O2 and the Internet. There are a bunch of how-to guides on the internet that describe configuring O2s to use cable/ADSL modems, and they should work fine for your case.)
Probably the easiest thing for you to do will be to use your PC as a bridge between the Zyxel router's wireless connection and the O2's ethernet connection. The way you would configure your PC varies slightly depending on the version of Windows that you are using, but you can find step-by-step guides by searching the internet for "
windows internet connection sharing," or something like that. The connection would look something like this:
Zyxel wireless <---> PC Wireless <-> PC Ethernet <---> O2 Ethernet
The biggest disadvantage to using your PC as a bridge is that it needs to be powered on any time you want to use your O2 on the network.
The other option is to configure your Sitecom router as a wireless bridge between your Zyxel router and your O2. This is similar to the PC approach, but it can be trickier to set up, since consumer routers sometimes use non-standard ways to handle bridging. The advantages to using the Sitecom as a bridge instead of your PC are that it is quieter and uses much less power than the PC, so it is more reasonable to leave it on all the time, and that the Sitecom has multiple ethernet ports, so you would be able to plug in other network devices, like printers, etc. Search the net for the Sitecom manual, and you will probably have enough info on enabling "bridge mode" to get started, though you may need to poke around various networking forums to get more detailed instructions for your particular model. Among other things, you will need to supply the Sitecom router with the Zyxel router's wireless SSID and wireless MAC address.
The connections here would look like this:
Zyxel wireless <---> Sitecom Wireless <-> Sitecom Ethernet <---> O2 Ethernet
Like I said, the Sitecom approach has some technical/convenience advantages once it is set up, but the PC approach is much simpler to set up. Good luck!
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I really want my SGI to connect to the
other stuff : Commodore Amiga A500, Commodore Vic-20 (2x)
(Maradona) 
(DavidVilla) A1186 (Xavi)
150mhz R4400/256mb/XL24 
600mhz R14kA/2gb/V10 
8x1.4ghz Itanium 2/8GB 
32x600mhz R14kA/24GB 
4x700mhz R16k/8GB/V12/DCD/SAS/FC/DM5 
2x700mhz R16k/4GB
Well , i'm even more lost then before....i can't get it to work.
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