If your modem has more than one Ethernet jack, it is set up as a router and you don't need anything else.
Otherwise, you could connect your OBi directly to your modem. However, your computer would then be offline. Likewise, when you reconnect the computer, you couldn't use the OBi.
Who is your ISP? Modem model? Do you have a smartphone or other way to access the Internet, besides your modem?