Typically, hardware needs to be restarted at least once in order to properly recognize changes to the configuration. Try rebooting (power cycle) each piece of hardware (modem and/or router).
Many modems require that you wait for 30 seconds after power down before powering it back up.
You may need to remove the batteries (less common) in your modem to get a true reboot. It's always best to follow the instructions provided by your modem manufacturer.