Hi, Firstly,
to the forums
If the router only has ethernet ports, then that is what you will have to use.
Do you not have an ethernet port on your PC ?
If you dont, you could buy an ethernet network (NIC) card for about £10 to put in a spare PCI slot on your PC.
Who is your internet provider ?
If for example it is NTL, you can just unplug the USB cable. Turn off everything. Plug in your new ethernet cable to the router. Then hook up an ethernet cable to the modem. Turn the modem on, wait for the lights to settle down, and then boot up your router. Once that has settled itsl ights, switch on your PC.
EDIT: I preseume this is a wireless router .......You could buy a USB wireless card for your PC which will just go into a USB socket. Choose either this or a wireless network card.
Then you just need an ethernet cable from the modem to the router.