A couple of things spring to mind:
Firstly, have you connected the network cable to the correct port on the modem? I only ask as mine has ports that aren't intended for internet use, even though people have tried to use them as such.
Secondly, assuming the cable is connected correctly, have you tried accessing the modem's internal settings page to make sure the cable is working? You'd have to look up the link for your particular modem, but it's normally something like 192.168.0.1.
Try swapping network cables, or using just one computer connected at a time to see if you can locate the fault.