The wireless router will need to connect to a cable modem (I am assuming you have cable broadband) via a RJ45 cable. I don't know of any wireless cable routers which use a USB connection to the modem.
The setup would be:-
Cable from street into cable modem (or set top box).
RJ45 cable from modem (or set top box) to router.
RJ45 cable from router to main computer (best using cable as opposed to wireless on the main computer in order to set the router up).
Other computers can then connect wirelessly once set up.
The router should take on the MAC settings of your main computer in order to talk to the NTL broadband modem and connection.
Is there any way you can get a RJ45 modem as opposed to a USB one?