|Your original post is a bit sketchy on details. What it sounds like to me is, the device you're trying to connect your internet to is a combination unit. Which is to say, it's a combination of a modem, a router, and a wireless access point all in one.|
That's as compared to a device that's just a router. A router will have an RJ-45 "WAN" port for the incoming internet. A combo unit won't. It's incoming internet port with be an RJ-11 phone jack for ADSL or a coax connector for cable.
If I'm right, you already have a modem from your provider and you were hoping to use that combo unit as a router. If that's correct I'm sorry to tell you, unless it also has an RJ-45 "WAN" port, you can't.
So, if that is the case, go buy a SOHO Router that isn't a combination unit (ie: doesn't have the modem built into it) and that will work.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.