I have two Androids. The first one has an Internet connection. I want to share this Internet connection to my second device. I installed wireless tether app to my first device but my second device didn't find this tether network. What setting should I change?
Your Android phone (if that is what you mean by having two Android), should have a setting for Wireless Tethering. Open the Settings -> Wireless option in your Android phone and there you will get the option.
You will need to provide a name to the network and then try to search for that name in the other phone, as a New Wireless Network. Also, your Data provider should have allowed tethering on your phone; they sometimes block tethering where unlimited data plans or plans with high data usage are provided.
Also, could you provide some more details on how you went about doing the same, that might help in providing a more useful answer.