I'm having a difficult time decifering your question but this is what I understand:

You have a DSL modem that you have tried to connect directly to your PC, which worked and you were able to browse the internet. You have tried adding a wireless router to your network, but when you do, you're able to see the signal, but either you can't connect to it, or when you do connect to it, it does not allow you to surf the internet.

Not knowing more, try the following solutions to try to remedy the problem:

Incorrect Routing

Depending on how you are using your wireless router, there are a few differeing configurations. If you are having your wireless router act as router and having it issue DHCP (ip addresses) then you need to make sure that the ethernet cable coming from your modem is in the WAN or INTERNET port on the wireless router. If you are plugged into another port, then the wireless router will try to give your MODEM an IP Address, and it won't know where to pass traffic to.

If you are wanting to use the Wireless router as just a switch, then you need to be sure that you've set your Wireless Router to not issue DHCP. Then plug the Ethernet Cable from the Modem into any of the LAN ports on your Wireless Router. Nothing should be plugged into the WAN port in this configuration. This will allow your Modem (if it's capable) to issue DHCP to your entire network.

Incorrect DNS

Once you have connected to your wireless connection, and it's saying that you are unable to browse, open a command prompt:
Start
-Run
-cmd - Enter
Try to ping an IP address that is not local to your network. (ie google.com = 74.125.45.100)
Do this by typing:
ping 74.125.45.100 - Enter
If the request times out, then this is not a DNS issue, however if you get a reply from 74.125.45.100, then your DNS is not properly configured. Login to your Wireless Router and set it to get DNS automatically.