|"but it didn't work at all"|
Did you clone the mac address of your workstation to the routers wan port?
Most likely a step that was overlooked.
"I understand that this can be done with a USB wireless adapter, but from what everyone's saying, that requires me to share my local area connection. "
that is what ICS [internet connection sharing] is all about.
Have you reviewed one of the many on the web how tos for ICS?
Biggest question is what is your gateway ip when connected to the modem?
Answers are only as good as the information you provide.
How to properly post a question:
Sorry no tech support via PM's