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Make it easier by observing the "Link" or Lnk" lights on most every NIC, hub, switch, router, modem, etc. These light up (on both ends) when the connection is complete and correct.
Straight cables are most common. They connect UPLINK-to-DOWNLINK connectors. Period.
Cross-over cables can be handy. They connect either UPLINK-to-UPLINK or DOWNLINK-to-DOWNLINK connectors.
UPLINK connectors are primarily PC network cards (NICs) and WAN ports of routers.
DOWNLINK connectors are pretty much everything else unless it says otherwise.
For every rule some exceptions can get you. For example, a few modems have UPLINK connectors and this causes many headaches. Most ISPs that supply these also supply Cross-over cables to connect to a PC.
Shared connectors. Sometimes, an UPLINK connector on a hub, switch or router is "shared" with one of the ports. You can use that port *or* that UPLINK connector - BUT NOT BOTH. Sorry, but those Link lights may not help you correct this situation. EXAMPLE: The BEFSR41 shares "Uplink" with LAN port "1".
Find out what you have! A BEFSR41 router can be an expensive (but handy) cable tester. Other routers, hubs and switches should work similarly.
Here's connections that will light the "Link" lights on both ends: