Yeah you either buy it separately or from the provider or rent it from the provider....best option is to buy yourself...it costs between US$ 40-100+....a basic dlink adsl2+ router will do the trick.
BTW, you also have to check the telephone no you will be using is adsl ready via your local communication centre...so get the tel no. and check on the websites i gave you to see if they are active in that area.
