Pls pls pls need hlp with my xbox?

hi im really having troble with my xbox live im using wireless internet ive connected the ethernet cable to my laptop and on my laptop ive been on network connections and done all the setting the problem is that when i set my account for xbox live it tells me something about a windows live and im really confused someone pls hlp me cuz i really would like to use xbox live but dont know how can you like show me step by step thanx