You are both technically correct... but that's not what the question is
about. The original poster asked how to get from A to B. He didn't ask for
any specific requirements, therefore I'm going to assume that he's happy
with what the ISP is going to give him. If its Qwest that is the provider,
it will be a modem (more accurately, a transciever). If its somebody else,
then it may be a router. If its for a 1 box setup where the ISP provides
the scope, it does not matter.
Now, if the original poster has additional requirements, then let him post
them and we can all give an opinion. Chances are, the answer will either be
"router" or "MS Internet Sharing".