The USB port is routable (external USB hubs are available at office supply stores), but not in the same sense as IP packets are routable. The USB port makes your external DSL modem act like an internal card to your PC. Most of the software involved with IP resides within your PC while the DSL modem handles the conversion to DSL signal formats.
A couple of options are available to you. You can upgrade to a xDSL unit that incorporates routing along with NAT, firewall, and other features. http://tinyurl.com/6y54 will bring you to Efficient Networks SOHO product page. For Linksys products, use http://tinyurl.com/6y5a
You can simply add a firewall application to your PC. ZoneAlarm has gotten some good reviews as a low cost personal firewall - http://tinyurl.com/37yz
You can add an external firewall - essentially another PC. Connect it to the DSL modem using the USB port, and connect your PC to it using ethernet. It will need to do NAT as well.