Linksys router setup?

Im using the disk and it detected that my computer is already connected to a router how is that possible when alls my computer is hooked to is a dsl modem from verizon? It says do I want to replace that router or do I want to use both I don't know which one to click.|||Unhook the modem from the back of the computer and then run the disk. It will go through the entire HOW TO set up for you. What happens is this:---


The modem is hooked directly to the computer which gives you internet all the time. A router is put on to, in a sense, split it to another computer. So, what you do is unplug the modem from the back of the computer and plug it into the router. Then take a cat 5 cable and plug it in the router and the other end into the computer.