If you originally ordered DSL with only a modem, depending on when you got it, the modem can make a difference.
In the past AT&T (SBC) provided a Speedstream modem (modem only - no firewall/routing etc.) for single computer connections to the internet. You could go out, buy any router, configure and off you go.
With Internet safety in mind and new products from 2Wire, AT&T now ships a 2Wire modem in the single use cases that also has a firewall etc. built in.
If you go out and buy a router, you will need to disable those features and put the modem in "bridging" mode.
Here's a link to this info:
http://www.dslreports.com/faq/10495
If this does not apply to your situation, I hope someone else may find it useful.