If the connection between your computer and the router is properly set, then it is something wrong with the router itself or with the ISP. The router might have bad configuration settings which need to be cleared with a master reset (the reset button is located on the site with the router ports, keep it pressed for about 20 seconds). Please be aware that master resetting the router loses all your settings. Also double-check the detailed info your ISP gave you like connection mode, IP list, PPPoE username and password etc. Basing on these details, you configure your router accordingly.