You probably need to access the ZyXel's web interface and click on the internet/wireless setup wizard which will lead you through the steps. It will try to autodetect the settings, otherwise you will need to enter them manually. Your ISP should have supplied suitable settings either with this box or with the previous one. If you don't have them and you can't call support, simply reconnect the old one, access its web interface and write down the ISP settings so you can transfer them to the new box.
Also, maybe check the DSL cable one more time, and make sure it's in the right hole: the fifth one, all by itself near the antenna (if I'm thinking about the same box you have). Since you don't have a green light after 2 minutes, this is actually the first thing I'd check, even if you've already checked 99 times.