Which address are you trying to get- The IP, Subnet Mask, Default Gateway, or DNS Server?
Your router is substituting your address using NAT which is giving you a private address I am assuming(a NAT address is one of the following)
10.0.0.0 - 10.255.255.255
172.16.0.0 - 172.31.255.255
192.168.0.0 - 192.168.255.255
NAT will substitute your IP/Subnet Mask/Default Gateway addresses but I don't believe it will change your DNS server address from your ISP's.
Does your DNS server show up as an address in one of the ranges I put above?
If you take the router out of the picture and just use your modem to connect then yes it should because then NAT is out of the picture.
**Are you not using DHCP on your router to get your ISP addresses?
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