I have a Motorola Modem hooked to Linksys Router. I am trying to use a VPN client via laptop. Is it possible to bypass the Router and set up an Ethernet connection to the laptop and a separate one to the router coming in from the same modem? Are there any kind of splitter cables that can be used to allow both the modem to be hooked up for the laptop and the router simultaneously? If so has anyone done this successfully? and how?

The only way this might work is with an ADSL modem which then feeds two routers, each of which controls its own network and issues its own IP address set. There are no splitter cables that I know of that you can use in this arrangement.