I found little resources in net to configure wireless routers for working with Zeenext connections. Recently, I set that up and here is the configuration information, in case, you want to set it up yourself.
I have a RJ45 cable coming into my house from zeenext and once I connect that to ethernet port of my laptop, I am connected to internet with an always-on connection. There is no modem involved in the whole setup.
Before you start:
1. Connect to internet normally with your desktop/laptop using Zeenext cable and do the following in a command prompt window
ipconfig /all
Note down
a. Connection specific DNS suffix
b. IP address
c. Default Gateway IP
d. DNS Servers IP

2. Now, disconnect the zeenext cable from your computer and connect that to WAN port of your router. Get another cable (usually supplied with router) and connect one of the LAN ports of the router to the ethernet port of the computer.

3. Open the router configuration page of the router (refer to the manual of the router to do that, usually does that) in Internet Explorer and note down the MAC address of the internet port of the router. This is usually found in the 'router status' of the router configuration.

4. Call up Zeenext and ask them to register the new MAC address (as discovered in step 3 above). This will take around 10 mins to be activated.

5. In the router configuration, enter the following
Basic settings:
a. Internet Connection require a login: No
b. Do not put anything in Account Name and put what you found in step 1a in domain name.
c. Use static IP address and enter the following
i. IP address same as what you found in step 1b
ii. IP Subnet mask as
iii. gateway IP address same as what you found in step 1c
iv. Primary/secondary DNS is what you found in step 1d. Only of them is enough.
d. Keep mac address as default.
Make sure to save/apply after all these changes.

Wireless settings:
Follow the router manufacturer's suggestion. Again save/apply if you changed something here.

You can leave everything else as default and change them later when you are more familiar with your router.

Your internet explorer should now open any page that you ask it to. Make sure that 'automatically detect settings' is turned on in IE (Tools->Internet options->connections->LAN settings).
Note: For all the configuration related parameters that I have mentioned in this post hold good for Netegear routers. It may be little different for other makes.