You cannot plug an Xbox directly into a DSL modem. DSL modems provide a single public IP address and lack the routing, DHCP, and NAT functions required to support multiple devices. Without a router, your console won’t get its own IP, you’ll have no firewall protection, and you can’t share the connection with a PC or phone.
If your ISP provides a modem/router combo, you may need to enable bridge mode. Contact your provider for guidance.