The answer really depends on how your Internet connection is provided.
If your Internet connection is presented to you as Ethernet, like you get from cable operators, then you have the correct router hardware. However, I would have recommended that you bought a Cisco ASA firewall rather than the router to do this task as it provides a much higher secure firewall capability.
If your Internet connection is presented as ADSL, or some other WAN connection, then you will need to purchase the correct WAN interface, and install this in the router. The ethernet interfaces can not be reconfigured to be WAN interfaces, that is not possible.
The alternative would be to buy a separate modem to do this, and configure that to interface between the internet connection and your Cisco router.
If you are already familiar with the 800 series, then you already know how to configure the 2811. The beauty of Cisco routers, is that they all use the same basic command syntax for the operating system. The main change you need to make is probably to the name of the interfaces, the 800 configuration is a good starting point, but change the interface names to the fastethernet0/0 and fastethernet0/1 of the 2811. If you don’t have the 800 configuration, then there is a very basic one shown below. I would recommend you add some further access lists to restrict traffic from the Internet, but the firewall software will do most of this for you. Ask if you need this information.
I would highly recommend that you also purchase, and install the firewall version of the operating system, as this will further protect your internal network.
! configure a secure enable password
enable secret cisco
!— The LAN interface
ip address <address on LAN> <subnet mask>
ip nat inside
!— This is the LAN interface connected to your Internet.
!— if you have a fixed IP address from your ISP
ip address <address given to you by the ISP> <subnet mask>
!— or if it is not fixed
ip address dhcp
ip nat outside
!— Configure address translation to allow LAN access to Internet
ip nat inside source list 101 interface Ethernet0/0 overload
!— Access list 101 permits LAN network to be NATed – note subnet mask
!— is reversed choose the correct value to mirror your LAN subnet mask
access-list 101 permit <LAN_Subnet> 0.0.0.255 any
!— The default route
ip route 0.0.0.0 0.0.0.0 FastEthernet0/1
line con 0
line aux 0
line vty 0 4
transport input all
line vty 5 15
transport input all