No, I meant a network bridge in the desktop. When you plug the USB modem into the computer; software that comes with it will more than likely create a network adapter in the network adapters section of the control panel. I think you could bridge that to the desktop's network card and therefore use a router from that.
I know you can bridge a PCMCIA card to the NIC of a laptop. My bro did this to a Sprint mobile card and shared that connection out from the laptop to a desktop. So this is the same idea.