First try 'Power cycling' - which is just a posh name for switching it off and on again!. (Turn your PC off and disconnect the power cable. Turn the router's power off, disconnect its power lead and remove any ethernet cables). Wait a couple of minutes, then reconnect everything and try again.
If that doesn't work, try resetting the the TCP/IP stack (because it's relatively easy to do and often fixes connection problems):
http://support.microsoft.com/kb/299357
If still no joy, see here:
http://howtofixcomputerproblems.blogspot.co.uk/2011/11/error-651-modem-pppoe-broadband.html