newbie router problem

Hello
Just bought a macbook & have been trying to get it hooked up to the internet via a wireless router. Netgear rangemax 240.
I have a pc hooked up to the internet via a wired router, this connects to my phone line via a adsl filter.
I thought that the wireless router would connect the same as the wired one(to the phone line) but it comes with an ethernet cable & this doesnt fit the filters. Will I have to connect the wireless router through the wired one? seems a bit crazy to have to do that, or do I need to get different filters/cables etc.
Frustrated...

A wireless router doesn't plug right into the phone line, it plugs into the DSL modem.

Your current setup has the phone line plugging into a small box of some kind, and then an ethernet wire runs from that to your PC, correct?

If that's the case, what you have to do is instead of plugging the ethernet cord coming out of your modem into the PC, plug it into the port labeled Internet on your wireless router. Then plug the PC into one of your wireless router's ethernet ports.