Make sure that the cable box is actually unplugged from the mains-not just switched off. Then connect the router and pc and power up the router. Now power up the cable box. You should get a flashing green light on the cable box, after a short while it should change to a steady green light. Only now power up the pc.
This method worked for my router (Buffalo airstation) and touch wood no trouble since. I do sometimes have to reboot the cable box as it sometimes gets confused.
You might also need a crossover ethernet cable-it depends on your router
Hope this helps