From the router setup page on Strawball's link 'Your Ethernet LAN adapter will normally be enabled already, but you should check this now before proceeding further. Open the Network Connections folder and right-click on the entry for the Ethernet adapter. If it is enabled, the context menu will have a “disable” option on it. If this option is “enable”, then select it now.'
There are two lights on your PC right next to the ethernet socket -they are built into it. at least one (green) should be on if the connection is enabled and working, the other (amber) flashes when data is passing - the Linksys has a green light that matches this when it is working