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Starting from the beginning:
Unplug any existing connections from the modem to any PCs or routers, and any other wired connections into the computers. Power off the modem, computers and router.
Now connect with ethernet the WAN port of the router to the modem RJ45 port.
Initially, for setup and test purposes, connect by ethernet a LAN port on the modem to a computer.
Now power on the modem - give that 30 seconds to settle down - now power on the router - give that 30 seconds - now power on the computer.
Hopefully you can now see the internet from the computer. If you can, you are now ready to sort out the wireless. If not post back and we'll look for more troublespots.
edit: Ah, beaten to it
