Can you access the router's administrative interface (usually http://192.168.1.1 in the web browser)?
What type of internet service are you subscribed to, and what is the router connected to? A cable modem? An ADSL modem? Or is it a simple ethernet cable that comes into your place?
There's this thing with cable modems, that if you connected the modem to your computer, it doesn't want to give another dynamic IP address to another network interface (based on the MAC Address identification of the interfaces), until the current assignment is expired. This can be solved by unplugging the modem for a minute or so from the power, and then plug it in back, and voilá, there's internet.