HELP! Router setup problem!

Hi all! This has me so stumped and stressed out! I have internet with my Dell desktop directly connected to the modem. Works perfect! We have bought 3 different routers and they ALL have done the EXACT same thing! The second I plug up the router with the other end of the ethernet cord, the computer thinks there isnt a network connection? The light isnt even on where the ethernet cord is plugged into the back of the computer? But the light burns if its plugged into the modem? Which leads me to believe there isnt anything wrong with the cord..Lights work on the router, which makes me think it isnt the router...All the lights work on the modem which once again, makes me believe there isnt anything wrong with that either? I have reset everything, unplugged everything and tried it again too many times now! PLEASE HELP!!! :emotion-39: