I have been trying to use my router, but I don't have a router table and :o I am having problems with knowing how to set the material. Do I set it up at 1/2 the blade width?:o

Tell us what you are trying to do. Are you routing an edge like a round over or making letters or designs?

Yes, I'm attempting to put a design on the edges of a shelf

Probably a round over or ogee, either way the material must be clamped to your work table. Do one edge at a time starting with the two end grains first. Go with the grain to avoid splintering and chipping.

As far as the depth is concerned you should be able to use the hole profile at once , but not all of it in 1 pass. You may need to take 2 or 3 passes to make the route, if you try and take out too much it will burn the wood or chip. Also you bit should have a ball bearing on the bottom of it. This is to ride on the edge of the wood to be routed.
If you have a work table of somekind, do try and use clamps allowing the board to be routed to lap over the edge an inch or to. Lowe's also sales a matt you can place underneath the work piece to help it not slide

Look for router blades with a guide built in,that's the center post.

It is a self guiding piece that won't allow the blade to go any further than that one point, no matter how far you try.

Other better bits have a ball bearing center post,it also is a guide, but it makes it less likely to burn as it moves with the blade.

Setting up for a guided bit is nonexistent, other than possibly clamping the piece down.