OK, well networks are normally connected up using ethernet cables (otherwise called RJ45's). it's the standard cable for a network.
for some strange (unknown to me) reason, many ADSL providers ship modems that connect via USB -- a type of connection more for digital cameras and other peripherals. however, to my knowledge, most cable broadband companies (certainly mine at home) sends modems with ethernet connections. ethernet is certainly better than USB for this sort of thing, so it remains a mystery to me (it's also probably just as cheap, so shouldn't be a cost issue).
so, the modem is first in line from your phone line (it converts all the signals), then once converted goes to the router that you need to buy, and then from there to your computers individually. the problem here is that connecting a usb modem to a router (that is always ethernet, since routers are network things) is basically not possible.
so to allow for this you buy a ADSL modem+router in one package for ADSL broadband, but if you're on cable with an ethernet modem you just need a router.