1. Unplug everything, and turn PC off.
2. Connect the PC's ethernet cable to the back of the router in a LAN jack (NOT WAN) they are separate.
3. Connect the DSL modem's ethernet cable to the WAN jack on the router.
4. Plug in the power for the router.
5. Plug in the power for the DSL modem.
Try this and report back, it should work for 9/10 setups. In the event that you have a static IP address, we will need to configure the router to use your DSL modem.
Did the DSL service give you any connection information? IP address, Gateway, DNS server address, etc?