With the modem connected to the WAN port of the router and your PC "wired" to a LAN port of the router, you will need run the IP address of your PC
With Windows XP:
Start
Run
Run: cmd
In the "CMD" window, type: ipconfig
Look for
Ethernet adapter Local Area Connection:
.....
IP Address. . . . . . . . . . . . :
You should be getting an IP address of 192.168.0.xxx series.
Then use Internet Explorer, enter: http://192.168.0.1
and continue to set up the router manually.
I never relied on the "bundled" Network Magic software.