You shouldn't have to set it to bridge mode.
I'm assuming you have two separate devices, an ADSL modem and a router.
Connect your PC directly to the modem and make sure you are able to connect to the net.
Then connect up to the router. Ensure that the routers IP isn't the same as the IP for the modem. DHCP should be enabled.
Other than checking the IP and DHCP status, the router shouldn't need configuring.