Tom
You do not indicate whether this 1841 is a new router (purchased directly from Cisco or from an official reseller) or is a "previously deployed" router. If it is an new router then it should be set up to provide DHCP on the FastEthernet0/0 interface. Configure your PC for DHCP and connect to FastEthernet0/0. Your PC should be assigned an IP address and SDM should be ready to go.
If it is a previously deployed router then it may not perform DHCP. In this case your choices are either to try to guess what addressing is configured on the router interfaces and configure your PC to match. Or you can connect your PC to the console port of the router (using an appropriate Cisco console cable) and use the command line to make some changes in the router config. If you want to use SDM then you would need to configure an IP address on one of the LAN interfaces and configure your PC with a corresponding address.
HTH
Rick
HTH
Rick