Not Computer Savvy

I think I'm ok with computers, I think I can follow simple instructions, and I can, unless what I'm trying to do doesn't make any sense.  For example, we recently got a new modem for the computer, and we have two computers so I wanted to link them.  I followed all the instructions did everything I was told to do.  The modem works for both computers, but I can't link them.  I don't know what is wrong and I don't know how to fix it.  It's all quite frustrating for me.