yes, please try to use LAN port and also set your modem not in bridged mode but in PPPoE mode with DHCP enabled so that it does the dialling and ubuntu can automatically connect to the net...
(if you posted your modem model number someone who if familiar with it might provide better advice)
i was so disappointed with connecting nd other probs that i removed ubuntu from my system... will install again nd give it a try.. but wen i logon to win XP, i need to reset it in bridge mode.. or else it gives problems.. any solution to that...