A crossover cable is a cable that switches the transmit and the receive lines used by Ethernet (your NIC and other networking devices). This is used when you are connecting two devices directly together instead of going through some sort of "ethernet box." The Cable Modem is a networking peripheral and so is your NIC that is in the computer. Two network peripherals cannot talk directly to each other unless: 1) the two peripherals are connected to each other through a HUB OR a crossover cable (which simmulates a HUB but only for a direct connection between two peripherals).
Basically, go to almost any computer store and ask about a crossover cable. Try using that cable between your NIC and your modem and that should do the trick.
One last thing that you will want to try with the crossover; run the Internet Connection Wizard after setting everything up and select Manual Setup and then Connect over LAN. That will reset any settings that might be lingering from the USB connection ( had to wait on-hold with techsupport for 2 hours to learn that trick
If you have any other questions, feel free to post them.