A couple of things that may help you.
1. Make sure your modem/router are plugged in and turned on.
2. Make sure your wired connection goes from your computer to your router.
3. Turn on the computer when every thing else is plugged in and on.
4. With the computer on make sure that you are getting a green light on the router and the computer where the lan is connected to them.
You are not setting up a broadband connection on your computer. You are only setting up an TCP/IP connection to an existing network so try "connect to a network" if you still don't have a connection after all the other steps above are done.