When the instructions refer to the "Modem", this means the "Cable Modem", which in your case is integrated into the "Set-top Box". It should have an ethernet port to connect a computer or the WAN port of a "Cable/DSL Router".
The initial configuration of the Router should be performed by connecting a computer to it by ethernet cable, *NOT WIRELESSLY*.
Power everything off, including the Cable Modem (Set-top Box) which must be left without power for three or four minutes - this is IMPORTANT so that it loses the association between the existing connection (recognised by its MAC address) and the IP address that it has allocated to it.
Connect a network cable between the router's WAN port and the Cable Modem's Ethernet port. Connect a second network cable between the PC's network port and one of the Router's LAN ports. Power on the Cable Modem and, when fully booted with all lights displayed, power on the Router. When the router is fully up and running, boot the PC. The Cable Modem will recognise a new connection and allocate a different IP address to it.
If you now type the Router's IP address into your web browser (192.168.2.1 for a Belkin Router) you should be able to open its configuration pages to set it up for wireless networking. You do not need to be connected to the internet to access the router's configuration pages from your web browser.
As far as connecting to the ISP is concerned, "Cable" uses the very basic setting to connect and get its addresses by DHCP. It doesn't use PPPoE and you don't enter a Username/Password. The actual description varies from router to router so if you need further help with this setting, post back with the router's options.