you need a router, you don't need a wireless one unless you need to use the xbox via wireless (i.e. it's too far away from where the router would need to go for a cable) but then you also need the wireless adaptor for the xbox
Get a netgear from your local PC world, should cost you about 40quid max
you can also plug your usb modem directly into the back of your xbox in the usb port but it wont work if you use the front usb ports. the best solution would be to get a router though.