Well, what rouoter are you using? And how have you set it up? There are two different methods:
If you've got a gateway router, the modem hooks up to the router, and is dispersed to the other computers (this is what I do).
Method two involves hooking up the modem to a computer, and allowing other computers on the network to access the modem, and thus the internet, through that computer.
I'd suggest running through the networking wizard again, and chosing the correct option for internet access. If you're still having issues, let me know the router model and I'll see what I can dig up.