Cable modem and W2K network

OK, I have a network running W2K server (w/AD and DHCP running). Connected to the 10/100 hub are three workstations; two are XP Pro and the third is W2K Pro. I’m trying to add a Linksys 4-port router and cable modem to this hub (with NAT, I presume) so that the cable modem can be shared. I’m able to ping the “internal” side of the router, but, unless I’m connected (with some other method) to the Internet, I can’t ping the “external” side. The cable modem is receiving an address from AT&T fine, but my internal network still can’t use it. In other words, it seems as though NAT is doing what it’s supposed to be doing, I just can’t “cross” the router. Any ideas?