[ALUG] Have I bought the wrong kit?

I am fed up with the cheap Huawei router that Talktalk supply so decided I would go for something that will run ddwrt. Having looked at the ddwrt site, I then started looking at Amazon. I decided I would buy a Buffalo Air Station and went for a WZR-HP-AG300H. But it tells me I should connect it to my modem. <Thinks> Hmm. Thought that was built-in. Look again at spec. B*gger. So should I buy a cheap ADSL modem or ask Amazon if they'll take it back and buy another Air Station but this time, one with the correct specs?