When you say "internet" do you mean your home Network?
If you networking icon is working (ie no red X) that means you are connected to your Network.
A router separates your network from the outside internet (the modem). You could disconnect the modem and still use your network, since it is possible to have a network running without an outside internet connection.
Do you have the CD that came with your router? its a good place to start troubleshooting. You can also try to look for the Reset button on your router. Most normally need a pen or a toothpick to press the reset button, since an accidental press could reset the whole router.
How many ethernet ports are on the router? If you have several, and you are only using one computer, your router "sees" the network as only haveing One Computer.
Also try to connect the comptuer directly to the modem. If you get an outside internet connection, then its a good chance your router settings are not set correctly.
Edited by Derek Ellis, 31 May 2009 - 10:38 PM.