first you need to identify what modem do you have... brand and model number
next what ip address your computer is getting when connected directly to the modem--online
as far as i know(based on experience--cebu, iligan and cagayan de oro--i've setup bayantel connection.. they use static ip.. usually... (203.x.x.x)
so if you're computer is getting a class c ip(ie 192.168.x.x) then you must be using a modem/router
if you're getting not a usual local ip.. get the whole information, ip/sm/dg/dns...
assign them to your router..