It may be worth un-installing your old USB modem before trying to install your new one, just to make sure that it could not cause any possible connection problems, I have to say that I am not sure if it would cause any connection problems, just make sure that you have got any software etc that is needed for your USB modem before you go ahead and un-install it, at least this way if all else fails you would be able to re install your USB modem again.
Not sure what you mean with "and try to dial in with the ethernet one"
An Ethernet modem has an ALWAYS ON connection and therefore doesn't need to dial.
I could do with a little bit more info off you lodger, such as your ISP, make model of router.
Have you checked to see if your network card is enabled etc, this can be done by going into Device manager (In Vista just click START button and type device manager).
Look down the list and you should see something called Network Adapters (or similar) click the + symbol, this should then list the make/model of your Network Adapter, if you right click on this, this should bring up a menu, if you see enable in this menu select it, other than that select the SCAN FOR HARDWARE CHANGES and see if this makes any difference.
I know a while back I got an Ethernet modem/router when my ISP was AOL and I can remember having a fight to get my connection set up in the SO CALLED AOL easy setup. The ISP's I have been with since AOL have been very easy to setup a connection with my Modem/router.