How to use a Router?

Hi,
We have an ADSL connection that enables us to have Wi-Fi connection, however the problem is it is connected to the telephone so whenever someone will use the telephone the internet goes out so if that person wil use the telephone for a long period of time we won't be able to use the internet.
Someone told me that I can use a router. What is a router anyway and how do I install and use it. And about the problem with the internet and telephone, if there is other remedy for this please help me.
Thank you.
