If your telephone master socket, looks like this example, it could be the problem!
try removing a few extensions, and just connect your Broadband Modem or Router!
(this example provided by a friend, it did have more extensions, that have since been removed! The ADSL Broadband Router light did not light )
If you fancy some DIY, you can change the BT Master NTE5/5A faceplate, for a modern NTE2005, (ADSL faceplate) which has a connection for telephone and Broadband USB Modem or Router, and then there is no need to use an additional broadband filter. NTE2005 (ADSL faceplate) are readily available on eBay and Online.