Sometimes I have reset the STB sometimes not, it is awkward as it is about as far away from the PCs as is possible!! I shall make sure I do it in the future though. Thats maybe why last time round we got the TCP message instread of the usual ones.
Also I do have a cable I can connect both PCs together with, on my old PC I use a belkin wireless router (not using it at the moment, and have not been through out this process) and it has a cable with it which sounds ver similar to the one you talked about.