[HELP] Want to connect my Wireless Data card with my PC & Laptop

Hello.
I have a COMPAQ A900 Laptop.
I also have a WIRELESS-G ROUTER WGR614

Im using BSNL's EVDO Data Card here in India.

Now what i want is connect this card to my laptop or PC and access the internet on both of my systems.

For that,i bought this router,but unfortunately,there is no USB female port in the Router and so i looked for USB Female- RJ-45 Male cord for it,but never found it in the market or Online shops.


I saw that,a guy is using this same data card and he can access the internet on both of his laptops..
I saw his connection only,but no configuration...


He is also using a Compaq laptop and he has connected his Data card to one of his laptop and then a CORD goes from a port from the same laptop to another laptop and the other laptop can also get the internet..

I dont understand,how its happening and i cant ask him also.


In my laptop,there are 2 ports. I dont understand,whats that big port is for.
The first port is for Modem ethernet cable IN for internet ,but whats that 2nd port used for ??
Check screeenshot..





So kindly let me know,how can i connect both of my system to one Data card and get the access on both of them..
Really,this has been a headache for me..

Let me know,if this can be done without a Router or with the use of a router.
Really,confused...
HELP!!!