if the DSL light on a modem does not light up, that usually means that:
1) the phone line you connected it to does not carry the DSL signal
2) the modem is bad
if you connect the computer via network cable, does it have an IP address?
go Start then Run in XP - (Windows key plus R in Vista and Windows 7), then type in the following, including all the spaces:- cmd /k ipconfig /all -- then press Enter and from the black form that shows up, take a note of the numeric code beside the word "IPv4 Address" -- usually something like 192.168.1.100. Type exit to close the black form.
if the IP starts with 169. it is not communicating with the modem/router