That is a standard Ethernet patch cable. Buy it locally if you don't want to wait for delivery. Home Depot has killer prices.
Now, I'm assuming you mean from the cable modem to the router, or the router to a PC, or the router to any Ethernet device.
is this a cable that i can use to connect to my router?
http://www.amazon.com/Belkin-CAT5E-Patch-Cable-A3L791B10/dp/B00024ENWU/ref=pd_bbs_1?ie=UTF8&s=electronics&qid=1232317186&sr=8-1

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic