Coax from wall to rodem.
Ethernet from Modem to router.
The laptop will detect the router. If you don't want people to be able to leech your internet connection, you'll want to set encryption, but I recommend that you don't fuck with it unless you know how. If you do fuck it up, however (and, unfortunately for me, most people who try to fuck with their wireless settings by themselves do), as long as you still have at least one computer that you can wire direly into the router, you should be okay.
How did you fuck your wireless settings?