Few questions:
1. You changed it from what to WPA? WEP? Unsecured?
2. What does your total network consist of. So far we know: Modem, DGL-4500, and laptop. Is there other equipment?
3. Where did it say "Disconnected"? Under Cable status or Network status? If the former, that isolates it to a bad ethernet, modem port, router port, or duplex. If the later, see next item.
4. Isolate the problem. Bypass the router, go direct from computer to modem and power cycle modem. Look at your network connection. Is it media state disconnect or "A network cable is unplugged"? If so, either bad ethernet or port on CM.
5. Swap to a different ethernet, if still "network cable is unplugged" call your ISP.
6. Also make sure your not using USB and Ethernet from the modem. Sometimes the modem will shut down the ethernet port if it thinks your using USB.
Good luck.