I connected from router 1811 (FE1) to my Switch 2950 (First port on 24 ports Switch). I am using RJ-45 cable. Should I use crossover cable or I am fine. Thanks,
Between a router and a switch you should use a straight-through cable.
RJ-45 does not imply the cable is straight-through. It just tells you the connector type.
Cables with RJ-45 connectors can be either crossover or straight-through.
Check the connection between the router and the switch: give an ip address to interface vlan 1 on the 2950 switch from the same subnet where FE1 of the router is located.
Put the FE interface of the 2950 switch into vlan 1 and ping interface vlan 1 from the router.
If it works, then you have the right cable.