Ethel: the other way around.
zipadeedodah: not entirely sure if that will help with any problems you have. What you have is a USB modem, and you want an ethernet modem (why they ship USB modems by default, I really don't know).
If your computer is about 5 years old or younger, chances are it already has an ethernet port. It's been standard for years and years, but only more recently popular with home networks.
It looks like a plug that you put your phone into, just a bit larger. These pictures show how it looks:
http://wiki.pomona.edu/pub/FAQ/NetworkDormSetu p/LaptopEthernet.JPG
http://www.ust.hk/itsc/classroom/notebook/phot o/notebook_network_port.jpg
http://www.microsoft.com/library/media/1033/wi ndowsxp/images/using/setup/winxp/computer-conn ect-ethernet.jpg
If you have one of those, then you don't need anything else for your PC. If you don't have one of those on the back of your PC, you'll need to buy a card like Ethel suggests.
Then, you'll actually want to buy the modem that you're talking about in the first place. While you're at it, you may as well get a wireless router too (not a huge amount more, and more security and usefulness).
Assuming you're on an ADSL connection (you get broadband through your phone line), then this model is a great option:
http://www.ebuyer.com/UK/product/52244