What security is the router using? ( WEP,WPA )?
Have you entered the security key?
Try disableing the security on the router and see if you can connect.
With the PC connected to the Modem/Router
Click on Start . . Run . . type CMD
At the > prompt type type the following command: IPCONFIG /ALL
Note that there is a space before the /ALL, but there is NOT a space after the / in the following command.
Right click in the command window and choose Select All, then hit Enter. Come back here and Paste the results in a message.
If you are on a machine with no network connection, use a floppy, USB disk, or a CD-RW disk to transfer a text file with the information to allow pasting it here.