|In that case you should be getting a DHCP address from the router. You need to investigate why not. I take it that the other computers wired to the router are working fine.|
Check in Device Manager that the LAN card is properly configured with correct drivers. No yellow question marks.
Check the configuration of the network card Set it to auto-negotiate and and obtain IP address automatically.
Check the cable is working correctly. Swap it with a known good cable to check.
Whenever you make any changes, re-boot the computer. Windows 95 was never very good at implementing on the fly changes.
Check winipconfig after each reboot. If it is working correctly you should see an IP address alongside Default Gateway.