Its a common problem. You have the wrong ADSL Modem to use that router.
Sorry to read such, but when you decide to get a modem with the ethernet port, it will be much easier.
I have a couple of PCs at home (one belongs to my son) and I wish to be able to access my work while at home so I have just bought a 4-Port Cable/DSL Gateway Router to share my Broadband connection between 3 computers. The installation instructions that came with the router are a bit, er, lacking. Reading through what there is, it seems to imply that I cannot connect the router to a USB ADSL modem (which I have) but instead suggests that I need to invest in one which is Ethernet ready. It is not clear if this needs to be an internal modem.
I am going into major meltdown here!
Does this mean that I have to buy a new internal ethernet modem?