A better question is, why does your PC have to be connected directly to the modem?
Without knowing more about your situation, my guess is that when the vendor configured your connection, he just hooked it up to the modem and the service was bound to your PC's MAC address. If that's the case, you should be able to clone the MAC address onto the external interface of your router and put ALL of your computers behind the router.
EDIT: Just reread your message. Why can't you just move the PC behind the router and see if everything works OK?