Can't connect to internet - RCN

I just got a new WNDR3800. Tried to connect it according to the instructions and all works well except not being able to connect to the internet (the connection light stays amber). WiFi is ok.

I am using a DHCP connection via cable (RCN). I previously had a Linksys router which set itself up automatically and can still connect with no problems. I tried resetting, changing cables and giving the old MAC, nothing works. Also tried upgrading firmware, no change

Any idea what's going on? I'm thinking of returning the router.

Thanks