You cannot use an internal PCI ADSL modem with a router. If you want to use a router, you need to get a combined "Router/ADSL Modem".
<<< is there a way to share the ADSL internet access between my 2 desktops without a router >>>
Install a Wireless Network Adapter in each PC and create an “Ad Hoc” Wireless Network. This is a network in which the two PCs talk directly with one another, rather than via a Wireless Access Point. “Internet Connection Sharing” is then enabled on the actual Internet connection in the “host” PC and the “client” PC will have Internet access provided the “host” is running and online.
When you enable “Internet Connection Sharing” on the Internet connection, it automatically configures the Local Area Connection with the IP address 192.168.0.1 and subnet mask 255.255.255.0. However, as you will be using a WiFi adapter, you want this address to be allocated to it, rather than a “wired” Ethernet adapter if you have one fitted, so the Local Area Connection should be disabled before setting up “Internet Connection Sharing”. The "Client" PC's Local Area Connection should be set to get its IP address automatically, which it does by DHCP from the "Host" PC. Also, if you run the Zone Alarm firewall in your “Host” PC, the Internet Zone Security level must be reduced from High to Medium or “ICS” traffic will be blocked.
To enable “Internet Connection Sharing” in Windows XP, open the Network Connections folder, right click the actual internet connection (modem connection), select Properties and then the Advanced tab. Tick the box “Allow other network users...etc”.