I'd stick to getting each one set up first: the network, then the printer/fax.
You connect an ADSL filter to your phone line, and then connect your phone line into the router. You then connect the router to the PC: ideally with an ethernet cable (looks like a fatter phone line cable, with a similar ending), or wirelessly. You'll need to type in your broadband username and password, and then you'll be away! If using wireless, you need to enter a WPA security key so that no-one else can access your internet (usually goto 192.168.2.1, or similar, but your router instructions will give you this).
Once router is set up so you have a network, sort out your printer.
First, is the printer network compatible? Some are, but most home ones aren't. If it's not, then you'll connect the printer to the phone line (the other connection on the ADSL filter, perhaps), as well as with a USB cable to the PC.
If the printer is network ready, then you can connect the printer with an ethernet cable to the router, so that any computer on the network can access the printer.