Thats the basic config:
Setup your Zyxel in bridge mode.
Setup your WL-500g in home gateway mode (Probably as DHCP client for WAN and DHCP server for LAN).
Connect Zyxel hard-wired to WAN port of WL-500g
Connect your pc hard-wired to the WL-500g and make sure your internet works.
Advanced config:
Configure WLAN on WL-500g and pc without encryption
Disconnect wires and try WLAN internet, if this works try encrypting your WLAN connection.