|Generally speaking, your setup should look as follows:|
highspeed modem >> SOHO router >> clients
Now regardless of which your highspeed modem is (ie: DSL, cable, wireless, satellite) it should have an RJ-45 connector which you use to connect to your SOHO router or a client PC.
The SOHO router will have RJ-45 connectors as well. One external (interner) port and 1 to 4 LAN (local area network) ports. The LAN ports of course are for the client connections.
So as I said above, you should connect the modem to the "Internet" port of the SOHO router with a network patch cable. Then plug your client(s) into the LAN port(s) on the SOHO router. If you buy a wireless SOHO router, you can also connect wireless clients.