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If the router has a dedicated socket for a modem, ensure that it is used.
I believe that there are compatibility issues between some modems and routers but I don't have any specific knowledge on this subject - you might try Google.
After connecting the router, reset the modem (ABSOLUTELY REQUIRED) and reset the router.
Some modems will refuse to accept changes of mac address even after a reset, therefore, routers typically have the ability to fake a mac address. You could test this by using the mac address of the computer that connects successfully. (Assuming that only the modem sees the fake mac address, the rest of the network will be unaffected).