Hmmmmm.... I think that depends on the modem. For instance, when we were using Earthlink, their modem came with a crossover cable. That was used to connect directly to the computer's NIC port. However, when we got more then one computer up and running, we bought a router. The crossover cable then connected to the router, with straight cables from the routers to the PCs. Might have to check the manual for the modem to see what it requires when connecting to a router.
@Morph: You are right. Some DSL modems use x-overs. When I read modem, my brain automtically thinks cable modem, and I have never seen a cable modem use an x-over cable. My apoligies to the OP. Check your manual, for your modem. It will tell you what you need. ~Rich