As The Sentinel says, most of your answers will be found on Robin Walker's site.
A couple of quick pointers though -
1. NTL only supply DHCP addresses (unless you pay for a business class connection).
2. To connect multiple machines to NTL BB you will need a NAT BB Router - it will pickup the external DHCP for the CM and serve as a DHCP host for the home network, using whatever internal range you want. A standard 'business' class router will probably not pickup the DHCP address from the CM - must be a 'Broadband Router'.
3. It should be straight-thru between PC & CM (or Router WAN port and CM).
4. You don't need the NTL CD to connect RJ45 to the CM. As long as XP has the NIC drivers loaded and is set for DHCP it should pick-up the CM. If it isn't and they have previously used USB you should a) reboot the CM and b) disable or unistall the USB modem drivers.
HTH