I setup my cable modem to a linksys router (NAT), if i tell the routerboard to use Gateway 192.168.0.1 (Linksys) then internet works.

If I attached cable modem direct to RB and add DHCP Client to that port, it will get the correct External IP, but I can not get out to the web. (It is auto adding the Cable companies Gateway)

what am i doing wrong?

Do you have a masquerade on the RB when connected directly to the modem?
/ip firewall nat
add chain=srcnat action=masquerade out-interface=ether1

no.. Didnt know had to do anything different.. but that would make sense

Ill try it thanks!