Have you put your router in bridge mode?
Did you set the sme up as server-gateway or as standalone server?
Do you have more than 1 network interface
can you ping the router, if its setup in non-bridged mode?
have you correctly configured the sme....ie login as admin, run reconfigure, and check network setttings, are your network cards getting detected?
Just some ideas that may help.
I generally put the router in bridge mode, then login to sme as admin, option 2, then check all settings are correct, check that your network card/s are detected. When prompted specify server and gateway, then dedicated gateway, then select external network card. Then, in external interface config. , I select option 3, use pppoe, put in ISPs username, then password, no dynamicDNS(unless you have a DDNS service). Make sure DHCP is on unless your setting static IPs, put in a reasonable ip address. then ignore corporate settings. That should get you through it.
I hope I havent missed anything.... more ideas than anything else.
I would suspect that either your using the wrong nic or the routers not in gateway mode.
Hope this is of help
Josh