Are you connected to it via USB or Ethernet? Use Ethernet only.
Did you buy truly a Modem or the Router version?
The Modem version doesn't have a DHCP server so if you set your PC NIC to "Obtain IP Address Automatically" it will not get any info from the 5200 Modem since it's not a Router. You would end up with an 169.x.x.x IP address which means Windows cannot find a DHCP server or you would get a DHCP server not found error from Windows (depends on the version of Windows).
If it is the Router version then it will give your PC a Private IP 192.168.1.1 so that you can connect to and through it. You would need to either reboot after changing to DHCP mode to get an IP or use the command "ipconfig /release" then "ipconfig /renew" minus the quotes.
It sounds like you bought a Bridge/Modem version and not a Router/Modem. You can search the Internet and this Forum for hints on locating various Firmwares that you would of course "assume all risk" if you were to try *any* of them.
»SS 5200 workarounds, fixes, and summary links.