Correctly me if I am wrong, but wouldnt they need to be connecting to the wireless network to begin with to get a IP and connect to the gateway?
No, it is a cross-site request forgery attack (CSRF), which means the attacker uses your browser to perform the attack.
Consider this scenario:
1. There is an URL that allows you to perform operations on the router without the need of logging in (like the one presented above).
2. The attacker crafts such an URL that would enable remote management for the router.
3. He comes to forums.dlink.com and makes a post in the DIR-615 thread with a fictional "need help" story and a link to an outside page, allegedly to some screenshot or whatever. (basically some social engineering to make you click the link)
4. The page on which you land contains an <img> HTML tag with a src= attribute set as the URL to enable remote management for your router.
At this point your browser will attempt to follow the SRC of the IMG so it can load it, and will therefore query the maliciously crafted URL. Since it doesn't require any authentication, you won't see a thing. It will all happen in the background.
At this point your router accepts remote connections to the interface from the outside world and since there's a authentication bypass vulnerability, he can exploit it directly to do whatever he wants on your device.
It's game over for your security. With control to the router he can mount a man-in-the-middle attack and hijack your sessions for Facebook, email and whatever else he wants.
Scary, but not very useful for mass attacks. It needs to be pretty targeted. But if someone wants to pwn you specifically, then yeah, this offers a nice way to do it.