I have a same Linksys befsr41 Router, and use Rogers cable (toronto), the modem/cable when plugged straight into the pc work fine as is, but when i plug the modem into the wan port of the Router and the router out to the pc to try to install the router software it runs the diagnostic and comes back saying my modem isn't detected every time. All the cables are secure and in the proper holes, the lights are there on the router, but the orange one for port 1, which is connected to the pc stays lit, and i tried ports 2,3,4 as well. I've been playing with it for hours and no luck getting past just stage 1 of installing the router software to my main pc, let alone try to get the 2nd pc up. Anyone know what to do for step 2, when i can't even get it to detect the modem? Firewalls are off and all that on the main pc as well.

Are you trying to use the installation CD? If so, forgot about it, most times it will not work. If you bought the router new, you should have a Quick Start Installation Guide. Follow the instructions and you should be able to configure your router.

Did you try cloning the MAC address? I have a Linksys and I had to clone the MAC address of the computer that the cable was first set up on. If the router is installed type http://192.168.1.1 in your browsers address area. It will get you to the software inside the router. The installation cd is nearly worthless.