As in your reply i assume you got an straight wire/cable, there are used within LAN's with the difference between your LAN and the more bigger LAN's is that the bigger LAN's got devices called hubs or switches which required an straight cable.
When you look at your two LAN modems, they are line-uped in an specific order of lines when sitting in front of the computer/laptop,
when you look at the back of the other computer, this is the easiest way with backside to each other you will noticed that the line-up of lines on both computers are different. That is why you will need a cross-link cable which crossed litterly several lines inside of the cable (8 in total) with each other.
And as conclusion your just got the wrong type of wire/cable.
Roderik.