4F,
Just a very, very quick sanity check since you said your ISP has automagically assigned your computer an IP address yet wireless can see the DHCP.
You also said you plugged the cable from the modem into "one" of the router's ethernet ports. Maybe you should check that it's plugged into port 1. And since you mentioned the "Linksys" word, check if there's another port set off to one side, with "internet" printed on it. Plug the modem into that one instead