Hi and welcome.
First you need to make sure that you've got everything connected properly.
These pages may help to check this out. The important thing is to make sure that all analogue phone equipment (phones, faxes, Sky boxes, etc.) are connected via a filter.
If the connections are OK, then perhaps you need to try a different filter. Most filters provide a proper ring connection, but there are a few cheap and nasty ones which don't.
If this still doesn't fix the problem, then perhaps your extension wiring is faulty. You can check this by removing the master socket faceplate and plugging a filter into the test socket inside, then connecting a phone and your router to the filter. If it all works like that then you probably have a wiring fault.