For our purposes, an ethernet port and an RJ45 port are the same thing.
It doesn't surprise me that the ethernet port on the modem becomes inactive when the USB is connected, the modem probably can't support both interfaces at once.
It sounds like the problem is on the computer end. As a result of using a USB network interface, your ethernet port on your computer may have become disabled, and now all you have is the USB network interface.
If you go into "Network Connections" on your control panel, what does it list? (See her for some troubleshooting tips:
http://www.practicallynetworked.com/.../troubleshoot/)
You want to make sure that your ethernet adapter is enabled, and that it is set to default network settings for DHCP, DNS, etc.. You may need to run "IPCONFIG /RELEASE" and "IPCONFIG /RENEW" commands after plugging in the ethernet cables. Or reboot.
Just curious, prior to this new router, what was your setup?
EDIT: Note -- I started this post before seeing Rathjii's last note, so there may be some redundant content.