The DG834G has a built-in ADSL modem, you don't need the Speed Touch modem.
In the back of the DG834G there's a socket that the telephone cable plugs into, the other end plugs into the phone socket- if the only thing plugged into the phone socket is the router, you won't need the filter.
Now connect the router to the PC using the ethernet cable.
Turn on the router and then turn on the PC.
Follow the instructions in the Installation Guide to logon and configure the router.