Ethernet Cable, And How Can Connect That To My Dell Ispiron Laptop?

ok look i have the ethernet cable that connects from the box to the computer, i want to know how can i get internet using the ethernet cable and put it on my Dell laptop......i tried puting the ethernet cable to my laptop from the box to my laptop, but it just keeps saying on my dell laptop connceting connecting...sooo yea do i need a blue cable for internet or wat....and no i dont have wireless:) Thx