Connecting the modem with the router
You have made it so far. The router is prepped. If necessary you have changed the LAN IP address of the router to avoid conflicts. You know the default IP address of the router and you know how to connect to the web interface. Great. Power down the modem and the router. Now wire the internet/WAN port of your router to the ethernet port on your modem. Please make sure that no other computer is connected to the modem, in particular if your modem also has an USB port. In most modems you cannot use the USB port and the ethernet port at the same time. Connect the modem to your phone/cable line. Power up the modem first. Wait until it is fully up and running. Next power up the router. Wait until the router is up.
On the computer wired to the router, open the web interface of the router again. You now have to configure or check the internet connection settings. Depending on your router you may find those settings on a separate category like "WAN settings". With Linksys it is on the first setup tab the first few settings.
First thing you have to do is to choose the correct type of connection. You have found out before what your ISP uses, i.e. DHCP, PPPoE, PPPoA, or similar. Find this setting in your router and change it for your ISP. Most routers will probably have DHCP by default. If you need DHCP only for your internet connection you probably won't have to change this.
DHCP: there should be nothing else to configure on your router if you need only DHCP (unless your ISP specifically told you otherwise).
PPPoE/PPPoA: choose the right type and the web site should change and show you fields where you can enter the username and password for your ISP internet connection.
Static IP: choose Static (or manual) IP address on the router and enter all the IP addresses and values you have found in step 1 into the respective fields. You have to enter IP address, subnet mask, default gateway and DNS server(s).
That's all. If you chose the correct type and entered the correct values or passwords your router is prepared for your internet connection. Save the changes on the page and wait until the router has rebooted.
Check the internet connection on the router
Most routers have a status page where you can see the current connection status of the router. Now is a good time to have a look at this page. If the status page is O.K. then you should see at least the WAN/internet IP address of the router with all the other numbers which you have found in part 1 on your computer when it was directly connected to the internet. The IP address does not have to be identical but it will probably be similar. If the status page looks good you should have a working internet connection now. Open a URL in the internet, e.g. http://www.google.com/ and see if it works.
If the status shows that it is not connected (e.g. you have an IP address 0.0.0.0) you have to check a few things. First thing is to use any renew/connect button or similar if your status page has this. If the status page shows an error message or you'll see an error message if you press the button please note the exact error message. If it is something like "The PPP server refused your username or password" check for the correct username and password in the PPPoE configuration.
The MAC address clone "problem"
If you only need DHCP on your internet connection but your router gets no IP address and only shows 0.0.0.0 or an error message that the DHCP server did not respond or assign an IP address (you probably have a cable TV ISP) you probably run into a common problem: ISPs which use DHCP usually try to limit the number of public IP addresses you can use at a time. This limit is usually 1. Thus, you cannot connect multiple computers directly to the modem at the same time. Only one will get the IP address and have internet.
ISPs usually do this by remembering the MAC address of the device which connects through their modem and line and block any other traffic with a different MAC address. The MAC address it the hardware address of any ethernet card/adapter. It should be unique worldwide,in particular your router and your computer have different ones. As you have connected your computer directly to the modem before and had internet this may mean that your ISP has now reserved the line for your computer. (You could call your ISP to check if they really do this and how to reset this).
Usually, to reset this "lock" it is enough to either reset the modem, power down the modem for a few minutes, a few hours, a night maybe. Either they notice the turned off modem or they have a simple timer when the lock expires. What your ISP uses exactly you have to ask your ISP for that. If you are patient, sleep a night over it and next day power everything up again. Remember that you have the router connected to the modem when you power up the modem! Some ISPs actually don't expire the lock ever unless you call them.
If you are not so patient you can try the MAC address clone function of your router. Most routers have this. Basically, you can change the MAC address of your router to anything you like. This allows you to set the MAC address of your router to the MAC address of the ethernet card of your computer which you used before directly on the modem. Again, you have to search the web interface or the documentation of your router to find the place where they have hidden this function. With many routers it is quite easy to clone/use the MAC address of the computer in question if you connect to the web interface on the computer from which you want to clone the MAC address. In that case the router is able to detect the MAC address automatically. Linksys and Netgear routers have a button like "Clone this PCs MAC address" and it fills the fields automatically. (The MAC address is also as "Physical Address" in the "ipconfig /all" output on your Local Area Connection). Remember to save the change of the MAC address.
Afterwards check the status page again to see if there is any difference now.
Still not working?
This gets more difficult. I'll expand this section with the time with common problems and their solutions. Until then you should contact support or ask for help in one of the support forums. By now, you should have learned the basics of your setup and you should know where to find the relevant information (mostly on the status page of the router and with "ipconfig /all"). Post a precise problem description. If you get any error messages at any time, post the exact text of the error message. If you have made some non-standard changes (e.g. changed the LAN IP address) post the details why you did this. It helps to understand your current situation faster. Posting the status page and the full output of "ipconfig /all" usually helps a lot to get a detailed view of your configuration.