Should be a basic set up really. Now the router is wireless right? Otherwise unless you need extra ethernet ports to plug into you won't need it.
#1 run DSL cord from the phone line to the modem
#2 Run a ethernet cord from the internet port of the modem to the internet (WAN) port of the router rather than straight to your PC
#3 run an ethernet cord from one of the other ports on the router to the ethernet port on the PC
That is pretty much the basic setup. Also with some DSL like Verizon you need to put the provided phone filters on every phone line in the house (with a phone attached) EXCEPT for the one being used by the computer. Otherwise it can mess with your connection. When i hooked up my mom's i forgot about the filters on the phone lines and had no internet. Once i hooked up the filters on each phone line the internet connected no problem.