At Amazon: RiteAV - Cat5e Network Ethernet Cable - Blue - 50 ft. For $5 it does the job and dirt cheap....
If you have cable broadband (and maybe this applies to DSL too) you can easily have your provider come out and install cable into another room (I had mine done for free, just push for it, mention you're thinking of switching or something). This will allow you to move the modem and router to another room. At my old location I had them come out and install cable drops for cable TV in a few rooms then I dropped cable TV service and hooked up an HDTV antenna for one cable drop/room and connected the broadband cable drop/room to the modem. I just accessed the splitter box on the wall of the house outside. Nothing illegal about it.
What kind of router is it? can you just turn up the signal in the settings? Do you live in a rural area?