The admin screens of the SX are very similar to those of the VP41, but with some key differences that I'll point out as we go along. The Setup Tab, where you'd do most of your WAN configuration is identical (including default address of 192.168.1.1) and has all the same options as the VP41, so I won't repeat that info here. Instead, I'll spend some time describing the new Router Setup Wizard.
Seems like everyone has a router setup "wizard" these days, and Linksys is no exception. The Router Setup Wizard for the SX comes on the CD and is Windows-only, which will limit its usefulness to some purchasers. I wasn't able to find any documentation describing it, nor could I find a reference to using it in either the "Fast Start" poster or User Guide. The CD sleeve that it comes in, however, does have a big red STOP sign and "Run Me First" printed in big, red, letters. The diagram on the back explains that it's meant to be run before you install the router and while the PC you run it on is connected to your cable modem or DSL connection.
I have neither, but gave it a run to see what it did. Basically, it presents a series of instructions describing how to connect the router, modem, and PC, then asks you to choose a cable modem or DSL connection. It then probes the Internet connection, and reads info from the attached computer. If you choose the DSL option, it asks you to enter your Host (it grabs the Windows Computer name of the attached PC as the default) and Domain names. I was puzzled that it didn't ask me for PPPoE login info, but that could be because I wasn't connected to a real DSL connection.
If you choose the Cable Modem option, it takes you through another set of connection instruction screens, probes your PC, then asks you to enter Host and Domain names, and a MAC address. It presents the MAC address of the computer that you're running the Wizard on as the default, or lets you enter a different MAC address, but doesn't allow you to leave the factory-default MAC address alone. This probably won't get you into any trouble, but I'd like that option anyway. After you enter the DSL or Cable Modem data, it programs the router with the info, reboots it, and if you're successful, takes you to the Linksys website to register.
I guess Linksys had to come up with some sort of Wizard, given their competitors' moves in this area. But I guess I've played with too many of these things to be able to effectively judge how good a job they've done in providing something that lowers the likelyhood of their getting a Tech Support call from a first-time router user. You'll need to decide.
With Wizard, or without, the SX supports pretty much every authentication method you'll find, including the more obscure SingTel RAS (special for SingTel), PPTP (for some European BSPs), and HBS (HeartBeat Signal - used by some Austrailian BSPs).
Like other current generation routers, the VP41 automatically checks an NTP time server (you can't select which one, however) for the correct time once it gets connected to the Internet. So all you have to do is select your Time Zone on the Setup screen and all your log entries will be properly date/time stamped.
Let's move on to the Firewall features.