I bought a wireless router in the US which I plan to carry to Europe. My main issue is where to put it? I'm afarid of it being taken if it is in my backpack (since it does look like a thing to check out, being a box with antennas), and that it will be broken in the checked luggage. What to do?
There is no issue with it in carry-on luggage. I have done this twice from the US to South America, so US security had no trouble with it which covers your case.
One can put it in checked-luggage but it risks getting stolen or damaged. Since routers do not cost so much, most insurance will cover it replacement and the airline does provide some coverage. Although if you got it in the US, the same may not be available in Europe, so I would recommend it in carry-on.
There should be no problem putting it in your carry-on luggage, especially if it's in its original box, and even if it isn't. Pretty much everybody has a wireless router these days, so the security staff will know what it is.