Just my

all that has been advised

after you have confirmed a connection via network cable, as advised not USB you can then move forward with your router which is dead easy to install. I would say use the install CD that comes with the Belkin router for an easy install and no heartache of the install.
Go for the open connection to start and work forward with the instructions. If you have any problem phone Belkin who will help you set the router up. In the event they tell you to phone VM inform them you have confirmed you do have a working connection from the modem.
As far as I’m aware you are not able to use both USB and RJ45 connection at the same time as the modem is unable to issue two IP address ?????
Lastly if all else fails read the instructions which are easy to follow. Hope you get it sorted