You'll need to find out how your internet connection is set up in order to effectively use bittorrent. Most of the time, if you are using broadband, there is a Modem (Cable, DSL, Satellite) that connects you to the outside world. This modem is then either connected directly to your PC, or to a router which is then connected to your PC or multiple PCs. Sometimes you can get combination Modem/Routers from your ISP that will do both. Usually if you only have one PC in your house and your ISP sets up your connection, they will connect your Modem directly to your PC. If you have multiple PCs, then you get a router. You should get a router even if you have one PC, but ISPs are usually lazy and take the cheapest/easiest route.
Ah, yeah I only have one computer (a laptop) so the modem must be connected to it. I think it's through a cable thing, that plugs into the side of the laptop.