Any standard RJ45 Ethernet 'patch' cable will do, don't get a 'crossover' cable though as I don't think that will work if it's a SACM.
It will be cheaper to nip out to a local computer shop and buy one rather than order online, they're only a couple of quid for 1 to 2 meter cable.
Just plugging the Ethernet cable it into the modem and PC should be enough to get a connection, at least on WinXP it does