I had a friend who was having a devil of a time with his Qwest DSL and his Linksys router. He did a lot of research and found that only certain models of routers work. I'm something of a whiz at those things (name that movie quote!) so I went over to help him. It was like pulling teeth, and a lot of blind networking... but we finally got it to work. And, if I recall, this was on one of the "supported" routers.
I guess Qwest really wants you to rent/buy/lease/whathaveyou their modem-router.