Modems are confused and confusing.

First things first: My computer is an Acer 3600GT, running XP Home as OS.
My original broadband modem was a Siemens Speedstream 4200.
http://http://help.optuszoo.com.au/help/dsl/connected/windows/optus_modems/speedstream_4200
This has become erratic over the last few months. It dropped the connection a few times and the on/off switch has worn so the mere act of switching it on can become a saga.
I bought a TP-Link TD-8810.
http://www.tp-link.com/products/product_des.asp?id=42
I've tried to follow the instructions as provided on the resource disk but I'm not getting far.
The TD requires a LAN connection which I tried to create, but apparently without success. Going through Control Panel to Network Connections, nothing shows. But! I plugged the Speedstream back in and
and found:

Broadband connection: Disconnected.
WAN Miniport (PPPOE)

Internet Gateway: Disconnected.

LAN or High-Speed Internet:
Local Area Connection 4. Connected.

If I'm reading that right, I've created the LAN connection for the new modem, but it's somehow become associated with the old modem.

Any ideas?