Well, it sounds as if you have the junction box as me, and you do screw the lead into it; the lead then goes to your MODEM. Once you've done that you'll need another lead, can't recall what it's called, but both ends have a plug which looks similar to a phone lead.This lead goes from the MODEM to your PC , have you got the info to set up the pc, 'cos I can't help you any further.
Good Luck!