Pardon me if you have done this already.
The LAN ports will autodetect if a cable is wired straight through or is wired as a cross-over, the WAN port won't, it needs a straight through cable.
The Aztech modem connects direct to a PC through a cross-over cable, if you have are using the same cable when you are connecting directly, then it's a cross-over cable.
So it may simply be an incorrect cable. Try a different straight through cable between the modem and the router.
if you are getting a connection when you plug the modem directly to a LAN port you're lucky. It shouldn't work at all according to the manual.
If it does, it should only work for one machine, as you are presenting all your machines direct to the ISPs server, and they will normally only accept one connection. The point of the WAN port is that the router presents it's own IP address to the ISP whilst hiding all the rest internally.