cycled the modem off and then back on with the PC connected? You didn't mention the OS so I don't know if you have a network icon in your bottom corner taskbar where you can see when an IP address is being acquired. Otherwise, you type "ipconfig" (without quotes) from a command windows to see if you show an IP address and a gateway. If no valid IP address or you're using static addressing for the wired connection, it won't work but might work for wireless.
I'm trying to trouble shoot something on my new computer, and I was instructed to bypass my router and connect an ethernet cable directly to the modem. I know how to do that, but when I do, I don't get a connection, but I do get a connection when connected wirelessly. I've tried it with two different cables, both of which work when used for other things, so that's not the problem. Why isn't this working?