How do I address my router directly?
You said you now know your router's IP address, right? Simply type that address into a web browser. It will ask you for a password, which, unless you changed it, is listed in your documentation. Once you have successfully entered the password, you will be allowed to change the IP address (just follow the directions listed in the manual if you don't know what you're doing).

One other thing doing a router set up it ask for a mac address and a domain name for my setup? Is the domain name the ISP's Domain name? Or the IP ADDRESS I first was assigned?
This step is only necessary if your cable connection is tied directly to your MAC address (which most providers no longer do). Unless you know you need this, leave it blank for now.

AJ