Modem to PC should just be a straightforward Cat 5 cable (any standard Etherne cable).
As Paul says, you're doing the same thing by unplugging at the Modem end as you are by unplugging at the PC, just in a different place
Example Cable:
http://www.amazon.co.uk/AmazonBasics...T42Q6WAF6EB8MD
Amazon will even gift wrap it for you if you like