Control Panel is a bit different to what you're pointing me to. I have:
Network & Sharing Center
There are several ways of displaying the control centre, but the option I mentioned is normally below "Network and Sharing Centre" on the main control panel screen, rather than something reached by clicking on "Network & Sharing Centre" if you see what I mean... no matter.
Yes, it makes sense... on the Mac, how did you originally set it up - was there a CD or something with the modem? I suppose what would be best is to check the network settings on the Mac and see what they are - you might need to manually configure a static IP address in this case.
As the only Mac in the house is downstairs and I'm lazy I can't tell you how to get that information click by click right now but can if you're stuck...