If it's a wireless-enabled modem (most are) & your PC has a free USB slot, you can use a USB wireless LAN adapter like this (£8) click here. With this, there's no need of plugging any cables in.
Otherwise you can fit a PCI LAN card - these are cheaply available from various places for £5-10 (or even lower on eBay) - e.g. click here & click here - choose Super Saver delivery to keep costs down.
They do indeed do a USB to LAN adapter (e.g. click here), but I'm not sure how reliable they are. G