My internet connection comes in through a wire in my wall, and then connects to this box, with my ISP written on it.
From there, I can either connect to a single computer, or connect it to my wireless router to get wireless connectivity, and use the router as a switch for wired connections.
What's that first box called? It's not a router, since that's what the second one is. And it's not a modem, since I have DSL, not dial-up.