i've had this problem before, so i'll try to talk you through.
your dsl modem must be set to bridged ethernet inorder to use a router.
to do that you need to first find out the default gateway of your modem.
follow these instructions (if you are using windows XP)
1. connect your laptop to your dsl modem
2. open up a command prompt (click Start--> Run--> and type cmd)
3. type ipconfig
4. look for the default gatway (should be something like 192.168.1.254)
5. close the command prompt and open up your web browser
6. type in you default gateway address in the address bar. This will allow you to access the modem configuration.
7. depending on your modem manufacturer, you will get different menu options. there should be on that say configration or advanced configuration. (this would be a good time to call you ISP, as they will be able to tell you how to access this menu.)
8. you will need to switch your modem from PPPoE to Bridged Ethernet.
9. you also need to disable the DHCP sever on the modem.
10. save the changes to your modem and exit the web browser.
11. plug your modem to your router and your router to you computer, and you should now have internet access.
if you have any questions, just let me know.
Regards
Nick