Have you set your nat to open on the xbox ? You don't have a router just a modem ? When the modem was installed did the tecnition use a laptop to set up the modem and make sure it was pulling an IP. If he did you need to power cycle the modem which means to unplug the power and the ethernet cable wait 30sec and then plug it back in and let the modem lock signal and then connect the ethernet cable.
Just noticed you said wirelessly , so that means you have a wireless router and a modem ? If thats's the case then you have to enter the router password into the Xbox.