Which operating system are you using (which version of Windows)?
With the router powered up, reboot your PC, start a dial-up connection and then enter the command ipconfig /all (on a Windows NT/2000/XP system) or winipcfg (on a Windows 95/98/Me system). What is the output from the command?
Presumably, you get the same error message regardless of whether the network card has the cable attached or disconnected?
Does "Device Manager" show any conflicts?
Is anything significant recorded in the event logs?