Does the connector on the cable you are referring to look like an oversized telephone conenctor? It should have room for 8 conductors, although only 4 may me present (Ethernet only uses 4). Does the jack on your PC that it plugs into have a decal/stencil near it that looks kinda like this:
0--| | |--0 | 0--|If the answers to the above questions are yes, then you have an Ethernet port and you may even have it cabled correctly. Have you tried running the "Network Setup Wizard?"