Next, you need cables. Most computer stores will sell them, or if you purchase a cable modem the cables might be included in the box. I am assuming, of course, that your PC, cable modem, and firewall can be located in the same room of your house. If not, then you'll need to figure out your wiring plan and start drilling holes in the walls. In general, you know you have the wrong kind when you plug in the cable between your PC and hub and the little port light doesn't immediately come on.
Some firewalls automatically detect the type of cable, and some have a switch that needs to be set.
Finally, you need to setup your IP network using the Network or TCP Control Panels and enable DHCP on your computers. To test whether DHCP is working, connect your PC to the firewall and reboot. You should see the IP address listed under your Ethernet card. You should also see a light illuminated by the port on your firewall, indicating that your network connection is working properly. Make note of it now.