I rebooted the computer with and without the cable modem connected to the comp. I got an IP Address both times. Both times it was the same address.

DHCP Server: 66.75.160.60

Obviously DHCP is enabled.

This doesn't make any sense at all.

If you don't have your cable modem attached, then there's no way you could be attached to a network to get a DHCP address. Do you have some other network connection? Is it a USB-connected modem or do you have ISP-specific software(in case software is doing something weird by emulating a DHCP server)?

Regardless, I imagine that this:

I inputed 24.171.158.136 in the Empeg's manual IP address properties.

ought to work. Are you plugging it straight into the back of your computer? If so then you'll need a different cable called a crossover cable. The one that you attach to your cable modem with (assuming it's ethernet at all) might be one.

An easier solution might be to get one of those firewall/router deals at your local computer store.