Do you already have DSL?
People are going to disagree, but if you ended up with XP, a router would be nice, but wait until they are on sale for $2.99 after rebate and use the XP SP 2 firewall for now. The DSL modem should have a cable, but I'll leave one with the card. Driver CD is there as well.
And don't get Greedy

Rex keys will not be with it. If you don't have all this figured out by monday, I can help since Cody is a slacker.

What kind of IT guy doesn't have a spare Ethernet card lying around.