<<< I followed all instructions before linking the router to my main pc. (the one with the internet connection.) >>>
When you use a router, *NONE* of the computers should have an internet connection. It is the *ROUTER'S* function to connect to the ISP and it then "routes" the internet traffic to the appropriate computer in the network, each of which gets its internet access from the router.
If you have ADSL broadband, you should be using a combined "Router & ADSL Modem" which replaces the USB modem you may have been using.
If you have Cable broadband (NTL/Telewest) you use a "Cable/DSL" router whose WAN port connects by ethernet cable to the Cable Modem supplied by the ISP.