Firstly, I don't think using a Router will allow you to share the ADSL as you seem to hope. You will need to use the PC that has the USB Modem connected to it to act as a proxy server. Thats fairly easy to do using Win XP Pro.
I would start by taking all the cables out and starting again doing as follows:
Plug the USB modem into the server PC. Get that connection working.
Next plug the CAT5 cable into the network card on the server and any client PCs.
Next make sure any firewalls are disabled (or better uninstalled!).
Next run the Network setup wizard on the server PC. You need to say that you are going to share the ADSL connection and that this PC connects directly to the Internet via that connection.
Create the floppy disk when prompted.
Put the floppy disk into the client PCs and there should be a file you can run on them that will run the Network config wizard and make them all work.
Post back if you have any problems.