As Rob says, getting it working with USB first is probably a good idea - though on XP you can have some problems with that as well (should be well documented in the FAQ though).

If you have both the computer and cable modem plugged into the hub, you should just need to plug the empeg into the hub with a straight ethernet wire (normally you can check, through the transparent top of the plug, that the wire colors are in the same order in both plugs when you line them up next to each other).

With that settled you need to get the empeg and computer talking on the same subnet, using similar but different IP-addressen. Do you use internal DHCP (dynamically assigned IP addresses), internal static addresses or does your computer get its address from your ISP (ie gets a IP number that is directly accessible from the internet?) Do you have more units connected to teh hub than the cabke modem and the PC you use to [try to] talk to the empeg?

Try Start -> Run -> "cmd" (or "command" depending on Windows version). Then type "ipconfig" (without the qoutes) into the command window and hit enter. Post the output here. Also post the IP-address and subnet mask you get from the empegs About menu.