There are two basic kinds of routers for home use. One type is designed to have a hub plugged into it, and all the computers plug into the hub. The other kind has multiple ports on the router itself for computers to plug into. This allows everyone internet access, but does not give any networking.

Also, a problem we had when hooking a router up to our DSL was that the modem would connect to a 10/100 card, but would not connect to the router. Since we didn't get the router from the ISP, they wouldn't support it. Both the modem company and the router company said it wasn't their problem. We eventually figured out the problem ourselves. (The problem was specific to that modem/firmware combination - it would only connect to a 100 mips device. A router is, of course, only 10 mips.) We got around that problem by putting a packet switcher between the modem and router.
I'm not suggesting that you'll have this problem, only that sometimes weird things can go wrong. And the other time I've hooked up a DSL connection, everything went fine.