router won't connect to internet unless I connect computer to LAN

I'm not sure.  I don't think my setup is anything unusual.  I'm relatively new to the building but I can't imagine other offices living with this problem.  In fact, I would assume other offices may have only wireless connections to their router/modem setup.  I just don't know why everything works fine if I have just one device connected to LAN.  If its not an easy config setting or something, I may just try a different router.