an ADSL modem uses a phone jack for its input, thus all ADSL modems will not have a WAN input port, they will only have 1-4 LAN output ports.
Edited:
The modem you have, what is the model number?
If it is just a modem you connect the 1 ethernet LAN port it is to the WAN port of the router
If you have a modem/router combo device then hopefully it has bridged/modem only mode.