Cable companies provide an Ethernet-based modem (or set-top box) - a wireless router connects to your cable modem, giving WiFi connectivity to any wirelessly-enabled computers you have.
You can also connect up to 4 computers to it using Ethernet cables.
Wireless consoles like the PSP, Nintendo Wii, Nintendo DS and PS3 can connect wirelessly to the router too, for online play.
Virgin Media has put together a guide for using a router with its service, you can find it here: NTL guide to networking.
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