ADSL and Gibraltar (the place, not the firewall)

First of, check to see if there are any low pass filters on the line you are trying to use. If there is a filter, take it out of the circuit, before trying to connect the router to the ADSL line. When you connect http://www.corega-international.com/2/1438/1439/1443/chprd.html, it should go through a POST and indicate if it is getting ADSL carrier; if you can't see these status lights, the ADSL line may not yet have been provisioned if this is new service, and you'll need to coordinate with the telco for turn up of the service. If the service was working with the USB modem, scratch all this, and look to see if the settings for the line can be retrieved from the USB modem connection document in Windows. The Sapphire Web site is completely uninformative regarding settings, but says that a CD based software self-install kit is routinely provided with the USB modem. It would probably make sense to review those materials for protocol information (PPPoA being a common choice for single modem provisioning, and PPPoE being typical for lines provisioned for router based LANs) and PPP login/authentication information, as the PPP link (regardless of physical layer) can't normally come up until authentication is completed. Of course, the physical layer protocols used must match, before any authentication can be accomplished, but you'll do no damage to the gear electrically, trying first one and then the other. But, depending on the authentication means on the ISP colocated equipment, ports maybe disabled, temporarily or until remotely reset, to protect against password guessing schemes. And I'd try the ISP by phone anyway. Somebody is there in their operations center, I bet. Lots of people still get new ISP service as a Christmas present, too.

Seconding what paulsc said, but maybe in a different way: if you don't have "sync" - basically a carrier signal - on the modem, nothing is going to work. In many self-install kits, part of the process is provisioning the modem's MAC address onto the network. With a large ISP, that can be done without calling the ISP - the "wizard" takes you through that step. But with smaller ISPs, you often need to call them to get that done. And I agree with paulsc about removing any filters from the line but I'd go a step further and disconnect any other phones from the line while you test.