I honestly think you're going to be buying some extra hardware.
An ethernet card/router pack shouldn't set you back much more than about £70.
This seems lot when you've already got a modem and such, but there are advantages: routers are usually OS independent - you can use it with any/all versions of Linux and Windows too. Ethernet cards are very well supported in Linux. Chances are your card'll be configured during the install. You'll also get a Windows driver CD with it too.
As you're in the UK:
http://www.dsl-warehouse.co.uk/default.asp They do some good deals on eth/router packs - if you get your ADSL from an ISP like BT or Freeserve. If you're with one of the cable companies and get your TV and such along with your net, then you'll need a 'broadband' router and not an ADSL.
EDIT fixed link