Yes sir, assuming your not using DSL, connect your coaxail(TV) cable to your modem and your ethernet cable from your modem directly to your computer...power your modem and allow it to run through its startup....at this point your browser(assuming your IPV4 setting are set to DHCP) should redirect you to your ISP's page and run you through some set up after which you are now connected to the internet! YAY
At this point plug your computer into your router via ethernet cable then using your routers default access IP(dependent on manufacturer) set your SSID and your password. Also do not install and use the crappy software that comes with them please you will most likely regret it. After your done locking down your router plug your ethernet cable from your modem into the internet port on the rear of your router and you have just successfully set up a wireless network!
Another note, if your feeling frisky download a wifi analyzer for your smartphone and find the channel with the least amount of traffic and change your router to use that channel. This is especially helpful if you live in a dorm or apartment complex where everyone buys a router and uses the default setting and everyone is on the same channel.