A couple years ago I had ADSL, the company went bankrupt and finally I settled on cable.. and I've never looked back.
Neither of my modems have had any sort of "Web configuration" functionality, so, I can't relate.. but it would be quite frustrating to have a "pseudo-firewall" forced upon you.
If you log into this router, can you find any setting labelled DMZ? that would allow you to pass all traffic to a system running *BSD+pf.
Sorry..