through kde i'm not sure. mandrake has a gui network configuration module for X, what distro are you using? in any case, it should be fairly easy through the console. connect the modem to the "wan" slot in your linksys, and your computer to one of the other slots. you need to know the ip address your router wants to be (my linksys is 192.168.1.1 so i'll assume thats yours, just change that if its not).
as root:
ifconfig eth0 192.168.1.100 netmask 255.255.255.0 broadcast 192.168.1.255
route add -net default gw 192.168.1.1
and you should be up and running. depending on what distro you have, there should be configuration files in /etc somewhere to put this information in.