From the various posts and messages (many many thanks to all who've
replied) it seems that the main reason that I can't set up my belkin router/modem is because I can't get an ethernet connection from the belkin to the internet. This, I understand, should "teach" the belkin the settings. Is there a way to getting the settings onto the belkin without using an ethernet cable from the internet Perhaps directly from the PC?
Sort of. The belkin needs to communicate with your ISP in order to get authenticated on their network, and then to get an IP address and other vital information that it needs to provide you with internet connectivity. Only your ISP's server can provide that setup.
Have you by any chance bought the wrong sort of router?
If you're on ADSL I would expect the router to have a builtin modem (and therefore a phone socket, not an ethernet socket for the internet side). If you have a router without a phone socket, you need to have a modem with an ethernet output - a USB modem is no use at all.
If you're on cable, you would need to connect your router to the modem by ethernet. If your modem doesn't support ethernet you need to talk to your ISP.