Unfortunately it appears that a 'Wireless Network Broadband Router' doesn't have any innate ability to make the physical connection to ADSL.
Decided to make a move away from my existing setup to a proper LAN (Local Area Network). Up to now I had a semi-networked setup. Two PCs connected by a crossover CAT5 cable sharing the USB ADSL modem using XP's Internet Connection Sharing (and Firewall, of course). My thought was to cover all the bases and buy a box which would combine ADSL, LAN and Wireless. I thought I'd found the solution, a Sitecom WL-122, advertised on the box as a 'Wireless Network Broadband Router'. Unfortunately it appears that a 'Wireless Network Broadband Router' doesn't have any innate ability to make the physical connection to ADSL. For that I need a seperate ADSL modem, one with an ethernet connection. Bought a D-Link DSL-502T in the end. Then found a combined box that did have all the functionality I was looking for for about £80 less than the total I had paid, at Aria. Sigh (actually this is 802.11b whereas the Sitecom box is 802.11g).
By the way. If this reaches the Blogger site then they've finally fixed the FTP bug that was stopping me maintaining the site properly. It would have been nice if they'd let me know. Especially as I had raised a support call with them about it. As long as it works...
[Listening to: Butterfly - Kylie Minogue - Light Years (04:09)]