If the setup wizard is timing out when you try to connect the stick to your wifi network, please try/ensure the following:
1) You are using the correct password for your network. If it is a WEP network, it will be a hexadecimal 'key' rather than the passcode you used to setup the router. It is the same password you enter on the Mac or Windows to connect to the wifi network at your home. Uncheck 'Hide Password' on the password entry screen to make sure you are using the correct password.
2) Try resetting the router by unplugging it and plugging it in. Many routers need a reset every so often to keep working optimally.
3) Move the stick or the router closer together. You will get the best performance on the stick if you have a full 5 signal bars on the Remote Management Page.