cable modem... attached to a firewall router (which kind?) or attached to your PC?
Here's a typical setup:
cable modem, wired to WAN port of a firewall/router. PC connected to one of the LAN ports of that router (4 LAN ports is fairly standard). Then plug your laptop into another one of the LAN ports on the router.
For future use: I had the same problem, nothing showed up on plugging the cable in. My problem was that the Local area connection adapter or something similar wasn't active.(On windows 7 64 bit) I went to Control Panel / Network and Internet / Network and Sharing Center / Troubleshoot problems / Network Adapter. Hope this might help someone down the road.