You can open it up (whilst disconnected!) by removing the four screws hidden under the stick on rubber feet. There are a couple of smoothing capacitors after a diode bridge close to the power input connector. If the tops of them are bulging, they've 'blown', and you'd be advised not to power the thing up until they're replaced. They shouldn't be expensive (about 25p each). If only one's gone, replace both! Their value is 1000uF, they're rated at 25V, and they have to go the CORRECT WAY AROUND! So take note before removing them... dangerous bang/explosion risk otherwise.
Replacement involves some de-soldering, and re-soldering. If you don't have such tools or experience, find out, or ask around.
For longer life of these routers (and plenty other stuff) turn it OFF when not in use. Some components, especially high voltage rated capacitors, have a MTBF "mean time before failure" of a few thousand hours... which isn't that long if you leave them on 24/7.
Lesson over!
DaveSt
May 2011