You could always use your brainpower as a link between you xbox and you ISP, although you might pass out if you don't know how to do it right.
The easier option is, as you said, to use the cable to hook up your modem to your xbox. If your problem is that you think that it is an outrage to spend $20 on a single cable keep looking, I found a place that sold them for £1 for a 3m (poundland!). If you cannot place your xbox near your router you will have to invest in longer cables or go wireless.
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