Modem + router = no internet

I have a cable inteet with Thomson twg870 modem. I'd like to add a D-link DIR-615 router to my mini home LAN. To achieve this i follow the steps in the manual (page #10). Unfortunately without success. I can't coect to inteet from my host coected to the router - there is an info "no inteet access". All i can do is access to router configuration page (192.168.0.1) where all looks good - my host have successfully assigned IP through DHCP and is online. Any idea what's wrong?