If the signal that a wireless router transmits actually could damage your brain, the effect wouldn't be immediate in that way.

If you have a speaker turned on with a cell phone next to it, and the cell phone starts receiving something, your speakers will go crazy before the phone actually rings. Some people claim that they can hear/feel this, without loudspeakers. I'm not sure of what to think of that though, and maybe it has nothing to do with this and maybe it's false.
In the end, it's probably all in our heads