Firstly you need to be aware of this "Your router from Sky is locked down with your username and password for use on Sky. As part of your terms and conditions of signing up to Sky broadband, you agreed to use their hardware that they supply. Currently the Netgear D834GT." but
If you successfully manage to get the username/password I can't see in theory why you couldn't use the USB modem BUT will it cope with the faster speeds?