Sounds like you need to configure the router.
First of all; does your PC get an IP address from the router?
(Click Start, then RUN, then CMD, then at the prompt, enter ipconfig. For your Ethernet adapter, you should see an IP address like 192.168.1.2 (or similar).
Then, in your browser, try and surf to 192.168.2.1 (which I think is the I for all Belkin router config pages). You should find a config wizard somewhere there.