When you setup the router make sure that you unplug power from the modem and router.
Plug the modem in and wait for it to boot. Then plug in the power to the router. Once its booted turn on the pc and you should be able to connect.
The modem needs to be initialized with the new mac address of the router.
It's also possible that your ISP is configured with the mac address of the computer. If that is the case you should be able to clone your pcs mac address onto the router to "fool" the isp into accepting the connection.
Contact your ISP if you want to see about the clone mac address question.