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What you need is a broadband modem that connects to the PC via ethernet. All cable modems do as far as I know. However most ADSL modems use USB. If you get a USB modem then you can't connect the Xbox to the modem directly. If it uses ethernet, then you can.
The other way around getting a router, using a USB modem, is to fit a network card to your PC so that it has an ethernet port and use Internet Connection Sharing (ME onwards).
I failed.
:(
If your modem is Independantly powered, then whether you have a USB or an ethernet port on your PC matters not as you can plug the ethernet cable from your modem into your Xbox.