well, there's ways around it.
basically, the computer that the usb modem plugs into will need a network card installed. you can then enable internet connection sharing (ICS) on that network card, and basically use that computer as a "router" to route the internet to your second computer.
you would need a network card in your second computer, and a crossover ethernet cable between the two.
in this configuration, your main computer hooked up to the usb modem would need to be on for the second computer to have internet access.
normally, if you had a non-usb modem, you could just run modem's ethernet output to a router and have the router serve the 'net for every computer...therefore no need to keep one computer on all the time...
but in your case, it's a little wacky, but should be possible.