Are you trying to share the 3G modem with the LAN? Or at least the LAN does not have Internet access?
You may need to change the priority order of the adapter connection. In Windows 7 that can be done in the network control panel, change adapter settings, advanced (hit the alt key if you don't see the toolbar with advanced), select advanced settings, and on the adapters and bindings tab move the 3G adapter above the local area connection.