Nah, unplug the USB cable and throw it away. Then plug it in like this:
Ntl modem --> (WAN port) Router (LAN port) --> PC
Using all ethernet cables. You should have got at least one with your modem. Should be more obvious when you get the router :blink: I bought my router from eBay. If not then just have a look on internet computer shops eBuyer, Scan, Dabs, Aria, Microdirect etc.