Well you have to have an actual internet service/modem from your ISP. if you gotz that then, j00 need to get a Wireless Router (a modem as you called it)
The router should come with 1 or more Ethernet cables. You get one and plug it into the router and the modem your ISP gave you.
Teh other is useless unless joo are already using the modem from the ISP for you Desktop/Laptop etc...
lets review.
1. get Wireless Router
2.plug it in the modem from your ISP with ethernet cable. (should be yellow or Gray)
3. Use Extra ethernet cable from the WR box and plug it in the modem from ISP. then to j00r Computer. (should work out of the box.)
then turn the power on then Bam! you should be able to use Wifi.
also, you may want to config the Security settings on it so you don't have anyone leaching off your Internet.
If the process doesn't work the first just try and use logic or look some where else on the net.