Welcome to the forums Henrryparth.
As EJS says if the DSL signal went round all the sockets it will cause problems - errors and loss of speed, put basically you get signal reflections bouncing back which cause errors, and result in loss of speed.
Best option would be to site your modem as close as possible to the master socket, this presumably is the one working socket. See here for what a master socket looks like
https://kitz.co.uk/adsl/btsockets.htmIf this is not ideal there are other options, such as moving the master socket or installing a data extension which involves running a cable from the master socket to the required location.