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The blue on upstream and downstream mean you are getting bonded channels.
The amber on the connection means it is 100Base-T (100 Mbps) and blue when connected directly to the computer 1000Base-T (gigabit).
The router probably only does 100Base-T. So the router is probably the reason for the lower speed. The Wireless G is the reason. Can only go up to 54 Mbps on the best conditions on wireless. Unlikely to get it though. Might only get around the 25 Mbps on wireless on the router as the WAN port is 100Base-T too.
The Wan port on the router you are talking about as well as the other ethernet ports are gigabit ports so yes it should be blue. You will need at least a Cat-5 or higher rated ethernet cable to connect at gigabit.
The modem is configured by Comcast and that is not an issue.
I don't want to make a recommendation on a router. There is a review of it below and I am sure there are several other reviews out there to help you decide. Other good brands of routers are Asus and Buffalo for two.
Here is a reveiw of it versus a comparable ASUS model
The Manual for that router is here in pdf format.
PC magazine review of that router.