Just a suggestion, check out ADSL2+ if you can. In most place it is available, it is going for the same price as standard ADSL.
Main thing, do your research before you sign up to a ISP.
To answer you question,
ADSL modem is required. You will mostly find a ADSL2+ router in the shops for good prices. Filters will often be included in the box. Wireless routers are even better depending on the scenario.
Any questions, please ask.