The first thing to do is to uninstall and drivers and software for any modem, adsl or other wise before you install the new one.
Once uninstalled, reinstall the new router drivers and software from the disk provided and turn off windows firewall. Do not connect the router yet.
Power off the PC and then connect the router to the ethernet card on the PC. And plug it into the filter for the phone line.
Reboot the PC and windows will finish installing the drivers for the new hardware.
You may have to wait for a while as it sets itself up.
When you have all the lights as described in the manual it should be connected.
Do not forget to enable the windows firewall