Internet Won't Work - Connection Bars Display Yellow Triangle With Exclamation Point

Just bought a new Cisco e1200 router last week. When i first hooked it up, it was giving me extremely low (significantly lower than my old router) downloading speeds. After switching the networking mode from "mixed' to "Wireless-G only", the speeds went back to normal. I tried "Wireless-N only", but it didn't work after that. Seemingly, my computer does not work with Wirless-N?

It's been running okay now, but 2 things happen occasionally: When playing a game, I experience lag for a period of 5 minutes, or sometimes 20 minutes. It goes away on its own. Never happened with my old router. When surfing the internet, pages will refuse to load. The connection bars shown at the bottom right hand corner of my computer display a yellow triangle with an exclamation point. This goes away on its own after about 4-5 minutes. These problems come randomly every 3-4 or days, maybe a bit longer.