On the router you will have a port that is labeled WAN that is where the ethernet cord from the modem goes. Then you should have some other ports labeled 1-4 or however many ports there are. That is where you plug the etherenet cables that run to your computer.
Here are a couple of other things that you should try. Once everything is plugged in correctly, open command prompt, run > command. Then in the command window you should type ipconfig, and see what you get. You should come up with an ip address of 192.168.1.x, that means that you are connected to the network. If you get an address like: 254.x.x.x then you aren't connected to the network.
If you get a 192.168.1.x, then try to ping google.com. Just type ping www.google.com
, then hit enter, and see what your sent and received is. If you have any other issues, then just post them up here and we will help you.