The problem with the router that you've choosen is, that it's just a router. You may need to look at D-Link's DSL-2740R or DSL-2740B in order to get the modem funtionality that you're looking for (both have 11n, but neither have the Gig Lan, just 100M. And before you decide to invest in something like that you should call your provider and make sure that such a device is supported by their infrastructure and they give it their seal of approval.
Now having said that, you could still purchase the router that you're looking at, plug the line from the current ADSL modem that you have into the WAN port on the router, embed your username and password (if PPPoE) into the WAN properties of the new router and you should be good to go. With this configuration you may have some issues with double natting, but depending on your provider and the model of your current modem you may be able to just set it to bridge and let the new router do everything. A call to your provider and a few questions about what you are trying to get accomplished with usually move things along. ATT was pretty good about helping out as most of their routers needed to be bridged to avoid double nat, Verizon in a lot of cases was unnecessary, as their devices didn't nat, they just handed out one publicly addressable IP address to what ever was hook to it, so it worked out good for most router implementations.
