I'm not sure if anyone has resolved your issue, but what the orange led light means is that you are not connected. We all agree on that. All that means that there is a misconfiguration somewhere. With this router in particular, the DLink DIR-628 it does not automatically configure itself, even if it's brand new.
Step 1: go to your Windows command and type ipconfig /all, it will give you all the vital information, i.e. default gateway, dns server, ip, etc.
Step 2: Go to your browser, type 192.168.0.1 (default ip address for the router)
Step 3: Go to the Setup Tab, click on Internet Connection Setup Wizard, if you feel adventurous, select the manual internet connection setup and fill in all the information that it ask for. The wizard should be straight forward.
Step 4: Go to the top and Save Settings, it will prompt you if you are sure, click ok and the router will reboot and apply those configurations and the orange led light will turn into a green one.
I hope this helps:)