that router is fine. You only need CAT5 UTP straight through cable. Technically CAT5 is not the same as ethernet, but these days the line between layer 1 (physical layer) and layer 2 (datalink layer) of the OSI stack has gotten blurred so many people wrongly call UTP Ethernet. You can RUN ethernet on CAT5 UTP, but you could also run Token Ring with the right hardware. In the strictest sense of the word CAT5 simply refers to the number of twists per inch (I think) in the cable. But the answer you're looking for is: you want to buy CAT5 UTP to cable your LAN.
<i>It's always the one thing you never suspected.</i>