Wireless router needing ethernet connection?

Question

I purchased a Linksys wireless router yesterday so I could connect my new laptop to my Comcast high-speed modem at home. I was struggling with the installation of the thing last night and Linksys support seems to think that the problem is that I connect my modem to my PC via a USB connection rather than an ethernet cord. I am assuming my PC has an ethernet card but it is a few years old so maybe not. I have Internet service if the USB is connected but no the ethernet cord. I have someone from Comcast coming in a week or so to see if it is simply a defective modem.

Is the ethernet connection essential for a wireless router to work? Is there a wireless router that does not need an ethernet connection? Maybe I bought the wrong thing.

Please advise. Maybe I can still return the router if there is something that would be better. Thank you!