Is the router connected to your PC via an ethernet cable, or is it connected to a USB port?
Something to try:
Click Start> Run and in the box type "services.msc" (no quotes).
Scroll through the list and find DNS Client.
Right click the entry and select Properties.
Under Startup Type, select Disable.
Click Apply, then click OK.
Your router should be acting as a DNS server and you shouldn't need the DNS Client Service.
Reboot and try the connection again.