Is it possible to use ADSL Wireless router (one with RJ11 WAN in) to connect to cable net? If not is there any which can allow me to connect to cable net in future if in case I change to cable net ISP.
That's the problem w/ all-in-one devices, they severely limit reuse. The reason you can't use it w/ cable is because it creates the connection between the modem and the router's WAN *internally*, thus it never exposes a WAN, which may be required for cable (at least if you want to reuse it).
The ISPs love them because they’re cheaper, less things to go wrong, can be preconfigured, even locked down in some cases. But they stink for any consumer contemplating reuse, or even integrating their own wireless router.