Ethernet Cable
This cable comes in 3 different flavors that will work with your connection: Category 5, 5e or 6. For your purposes, Category 5 will suffice. It can also come in any of a number of colors including gray, blue, or yellow. Whatever you buy, ensure the cable looks to be of good quality as cables with heads that are apt to break will fail. These cables can be purchased from Fry's, Best Buy, Circuit City, or most other major stores which specialize in electronics.
NOTE: This is not a telephone cable, nor is it a modem cable. Telephone and modem cables will not work. The cable must have RJ45 connectors at each end. Those cables are RJ12!
Problems may be experienced if the cable is kinked or furniture is pushed against the cable.