unless your router has a phone jack you'll have to do it this way.
Connect the modem cable from the phone jack to a spare pc's modem card port, just as you would normally, then you need to enable the computer as a gateway, you need a network card also which should then connect to the routers wan connection, and voila. If you need it more in depth let me know, haven't done this for 6 yrs.
obviously if you have an external modem, you can do without the pc, but the modem needs and rj45 jack.
EP, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS