The router only approach involves being able to assign an additional private IP address to the WAN interface and provide a certain outbound NAT rule to allow the modem to be reached. I suspect most routers alone by themselves are incapable of this.
Although not helpful to you, I am including the relevant link for setting this up on m0n0wall:
I am still using m0n0wall but with Comcast cable instead of AT&T DSL. No special configuration of m0n0wall as above is needed to reach the modem which has an IP address of 192.168.100.1. I have no explanation why this works, it just does.