sueellen - can you clarify whether your NTL modem has only USB (possible, but unlikely) or both USB and ethernet ? - you say " . . . because our modem uses a USB connection the router is not compatible with it . . . Our modem does have an ethernet connection but our PC does not"
If you want to share the connection you pretty much must use ethernet. It is possible to do it using the USB connection on the modem, but only by buying a USB->ethernet adapter so it is the same as just using the ethernet connection.
USB isn't designed for connecting multiple computers - it can be adapted to do it, but it is cleaner to use plain old straight forward ethernet connections for that.
Bottom line - your desktop is going to need an ethernet connection of some form - as above the easiest is probably to wire the modem to the wireless/wired router, buy a USB->wired ethernet or USB->wireless ethernet adapter for the PC and away you go.
z