Hi and
Have you tried:
Disconnect USB
Turn off modem and PC
Connect Ethernet
Turn on modem, wait for lights to settle.
Turn on PC, wait for HDD activity light to settle, log in.
I would try this first with just the modem and PC connected together, if this works you will need to follow the same procedure again but connect the router between the modem and pc first.
I say "connect" the router because it's a good idea to connect it via Ethernet, change the passwords and other security, and then go on to set up the wireless connection.
The other thing to check is that you haven't got a firewall that's blocking your connections, but try the reboot option first
