You will need to buy an ADSL/Cable router (works on both but has no modem in it). The WAG54GS is a combined ADSL Modem/Router.
I had NTL BB with their stand alone cable modem, as opposed to using the set top box, with the Linksys BEFW11S4 wireless router but now have ADSL but I am still able to use the router.
As for the cable being the wrong sort, it sounds as if you were connecting by USB and now need Ethernet (or visa versa. All routers and ethernet cables use the same standard connections.
So if you don't need wireless than any wired router will do and as it's wired they are quite cheap.