I just finished building my new computer yesterday, and after getting everything to start up correctly and installing XP Home, I then got the proper drivers installed and a LAN/High-Speed connection was automatically created. I plugged in the ethernet cord and it says I have a connection, yet no packets are received, only sent (and very little amounts are sent.)

I'm not sure where exactly I should go from here, any suggestions?

Go into Start then Run. Type in cmd and press <Enter>. When the command line windows opens type in ipconfig /release and press <Enter>. Next type in ipconfig /renew and press <Enter>.
Now try your browser.

For some reason the onboard ethernet plugin wasn't working properly even after installed from the motherboard CD. So I went out and bought an ethernet adapter card and got it set up. I threw in the Comcast CD and it detected the card, but still says there is no connection. So for some reason there isn't anything coming from the modem to the computer itself.

After trying the ipconfig /release and /renew I got an error saying "cannot connect to the DHCP server" (I think!) Not sure why it's not connecting through the onboard port or the network adapter card. Any suggestions?

Unplug you modemand router. Now turn off all you computers and network devices. After one minute plug the modem in. Wait another minute and plug the router in. Wait one more minute and turn all your computers and network devices on.
Try your browser.

Try pinging your modem - if you don't have the address, give us the make and model so we can try and locate it. FYI - my modem's address is 192.168.100.1 It's a Motorola Surfboard 5200