you could try and sell the one you have and get a wired/wireless router so then you'l have both options

i wouldnt recommend linksys for wireless though ive always had problems with the signal dropping out on my wrt54g, you could try one from belkin.
as for having a wired ethernet connection all you have to do is plug your cable into one of the (incomming) ports and the one comming from your cable modem into the WAN port on the router (thats the outgoing port). you might also have to clone your computers MAC address to the router (if it is indeed a router and not a switch/hub) its pretty simple to do. all you have to do is go into the webconfig of it (try typing
http://192.168.1.1 into your address bar in your browser) and look for something that says "clone MAC address" click it and you should be set. all that does is make your router look like your PC from the view of your ISP.
i just re read your post and u said its a switch, its a possibility that it might have a webconfig page but i doubt it since there usually isnt much to configure. i just remembered this too windows it notorious for being a bastard with networking, especially sharing stuff on a LAN (sharing stuff between computers on a home network)