I assume that you have already connected your Mac directly to the the modem to test and verify that the modem is working correctly.
Power off the entire network....all devices....in any order that you want.
Disconnect the Ethernet cable from the WAN "O" port on the AirPort Extreme
Wait a few more minutes, then reconnect the Ethernet cable
Start the modem first and let it run for 2-3 minutes by itself
Start the AirPort Extreme next the same way
Continue starting other devices one at a time about a minute apart
Check the network
If you still see a message that the Ethernet cable is unplugged, try another Ethernet cable and repeat the power cycle process above again
If you still see a message that the Ethernet cable is unplugged, the WAN port on the AirPort Extreme has likely failed. Take the AirPort Extreme to an Apple Store....if you have one near you...or contact Apple Support directly.
Thanks for the suggestion. I tried doing what you suggested and it still said No Internet Connection. I've tried factory default reset and still same thing. Green light is on the Airport Extreme, green light is on in the back of WAN "O" port where Ethernet cable is plugged in. When I connect the modem directly to the computer, the internet works. Do you have an idea where the problem is? Or do you have any more suggestions?